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February 22, 2022 at 2:53 pm
#7107
rkapl123
Participant
I see that over 4 years ago Niall and I touched that question already, however from a valuation point of view: https://www.opensourcerisk.org/forums/topic/cross-currency-swap-valuation/#post-6150
Still the question on how to configure such a currency basis swap quote is open for me.
-regards,
Roland