Re: Fundamental pricing question regarding Numeraires

Posted by vgdev on
URL: http://quantlib.414.s1.nabble.com/Fundamental-pricing-question-regarding-Numeraires-tp16607p16610.html

Thank you Matthias!

Okey, I believe I understand it. But what if I wanted to do the same pricing under the risk neutral measure Q, would that work? Or would I have to use a two curve setup with a OIS curve for risk neutral discounting?