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From: Quant <qua...@gm...> - 2024-05-16 20:15:54
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Hi Quantlib users, When using ql.ConstNotionalCrossCurrencySwapRateHelper() shown below, are we not supposed to have an argument for the quote FX rate? If not how do we adjust for the spot FX rate when bootstrapping the basis adjusted discount curve? Not sure if my question makes sense https://rkapl123.github.io/QLAnnotatedSource/d6/d3d/class_quant_lib_1_1_const_notional_cross_currency_basis_swap_rate_helper.html Thanks & regards, Nk |