Cross-currency basis swap pricing

Posted by Kirill Shemyakin on
URL: http://quantlib.414.s1.nabble.com/Cross-currency-basis-swap-pricing-tp13944.html

Hi all,

Does anybody know whether it is possible to price a plain vanilla
floating-to-floating cross-currency swap (e.g. EONIA vs Fed Funds)
using quantlib. Does quantlib also possess functionality to build
curves needed (one for EUR based on EONIA, one for USD based on Fed
Funds Rate and cross-currency)?

Many thanks in advance!

Best regards,
Kirill

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