> 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
>
>
>
> --
> View this message in context:
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>
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