Login  Register

Forex framework

Posted by Sadruddin Rejeb-3 on May 27, 2002; 6:47am
URL: http://quantlib.414.s1.nabble.com/Forex-framework-tp10092.html

Hi guys,
I would like to know if there is anything happening on the Forex side in
QuantLib. I remember a discussion on quantlib-users about a Currency QuEP,
anything new about it? The point is that I will need to price some (not too
exotic) forex options in the future, and this would be a key-point to "sell"
QuantLib to my boss. If nothing is going on, should I write a QuEP and submit
it to the group? Any recommendation?
Sad