Re: Equity/FX index
Posted by Lapin on Aug 24, 2015; 12:44pm
URL: http://quantlib.414.s1.nabble.com/Equity-FX-index-tp16836p16839.html
Hi Peter,
Yes this is indeed what I was talking about.
It seems we agree on the development needed to have a life cycle for FX or Equity.
There is also a difference between FX/EQ and FI: barriers... and the fact they can be monitored on High/Low and not only on a fixing.