Re: Bootstrap and price a xccy swap

Posted by chrarv on Oct 14, 2016; 2:24pm
URL: http://quantlib.414.s1.nabble.com/Bootstrap-and-price-a-xccy-swap-tp17731p17804.html

I have seen that there is a complement of QuantLib offered by Quanternion ORE and there the class XCCY helpers is provided.
Also a OIS swap pricer is provided as well
Has anyone tried to play around with QuantEXT from ORE and use the XCCY helpers and OIS swap class?
Please advise
best
Christos