Re: Equity/FX index
Posted by Lapin on Aug 24, 2015; 1:37pm
URL: http://quantlib.414.s1.nabble.com/Equity-FX-index-tp16836p16840.html
Also, do you agree that such a change should be generalized at all the equity/FX payoffs?
Even a vanilla option would need such a feature in order to correctly calculate the redemption at maturity.