Hi
I've looked through Quantlib, and so far I
could not find
any class that defines and gives
an npv of a cross currency swap(in an instruments folder or anywhere
else).
If someone want to price a cross
currency swap with Quantlib,
they have to create their own class.
Am I correct?
Is it also true for tenor basis swaps(such
as 3M Libor vs 6M Libor)?
Regards,
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