trlibor curve

[sercan atalik-2]

 

Hi all,

 

Attached file is the TRLIBOR header, for the Libor Curve based on the TRY Currencies…

Besides are there any way to price a Cross Currency Swap on Quantlib, I mean a interest rate swap Fixed to Float with different currencies.

 

Thanks..

 

 

 

 

 

[Luigi Ballabio]

On 10/08/2005 09:31:21 AM, sercan atalik wrote:
>
> Attached file is the TRLIBOR header, for the Libor Curve based on the
> TRY currencies.

Thanks---I'll include it in next release.

> Besides are there any way to price a Cross Currency Swap on Quantlib,
> I mean a interest rate swap Fixed to Float with different currencies.

Not yet. The Swap class should be extended to use two different  
discount curves for the two legs.

Later,
        Luigi

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