Equity/FX index

Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Equity-FX-index-tp16836.html

All,

I have always use QL for pricing primary market deals, meaning no need to follow trade life cycles.
Now I am faced with this dilemma for FX/Equity.
It looks to me that in order to keep the good work done in FI, we will need to create an index type for Equity and FX (for example in FX we could create a fixing type WMCO), but this will need to be passed in the constructor of the instrument (like in VanillaSwap for example).

This way, we should be able to follow the life cycle of the trade (like for range accruals or autocallable structures). It will come with the burden of redesigning the instruments already there.

Does it make sense, or is there any other way to do this life cycle for trade ex-FI?

Thanks