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Does QuantLib have FXSwap and cross currency swap?

Posted by Student T on Aug 17, 2016; 9:49am
URL: http://quantlib.414.s1.nabble.com/Does-QuantLib-have-FXSwap-and-cross-currency-swap-tp17650.html

Hi,

Does QuantLib have FXSwap and cross currency swap instrument built in? I can see VanillaSwap.cpp, but I don't see a class with something similar to FXSwap and cross currency swap.



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