Re: Multicurve discounting

Posted by Ferdinando M. Ametrano-3 on Sep 03, 2012; 4:19pm
URL: http://quantlib.414.s1.nabble.com/Multicurve-discounting-tp9444p9445.html

On Mon, Sep 3, 2012 at 5:11 PM, Grześ Andruszkiewicz <[hidden email]> wrote:
> Does QuantLib support multicurve discounting, i.e. when you discount
> using one curve (OIS), but use another curve (i.e. 3M LIBOR) for
> determining of the cash flows?

yes it does


ciao -- Nando

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