Posted by
Peter Caspers-4 on
Aug 24, 2015; 2:49pm
URL: http://quantlib.414.s1.nabble.com/Equity-FX-index-tp16836p16843.html
yes sure, that seems totally in line with the spirit of QL
On 24 August 2015 at 16:37, Lapin <
[hidden email]> wrote:
> Peter,
>
> I am seriously considering QL to run a risk engine, and to revalue trades as
> they mature.
> For this, we need to make sure that fixings are up to date.
> For example we need to make sure an autocall is expired one we are
> autocalled otherwise any risk measure is meaningless.
> Right now on equity, I have only use QL for pricing primary trades, so I was
> nto concerned about the fixings...
>
>
>
>
> --
> View this message in context:
http://quantlib.10058.n7.nabble.com/Equity-FX-index-tp16836p16842.html> Sent from the quantlib-users mailing list archive at Nabble.com.
>
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