Re: shortSwapIndexBase in SwaptionVolCube2 (AUD as example)

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/reference-of-boost-shared-ptr-instead-of-Handle-tp7623p7642.html

On Tue, 2009-09-15 at 17:33 +0200, Ferdinando M. Ametrano wrote:
> 1) The current market practice is to have a different discount curve
>
> 2) two different forwarding curves must be used.

Right. I was stuck in 2007.
Ok, I'm reverting the change until we figure it out.

Later,
        Luigi


--

Ninety percent of everything is crap.
--- Theodore Sturgeon



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