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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.