Quantlib pricing of FX option, currency used for delta() and npv() function

前端 未结 0 1140
一向
一向 2021-02-04 15:44

Quantlib conventions around FX options are unclear to me. I have been using the Quantlib library for some time now, and have tried to apply it in pricing FX options. A problem I

相关标签:
回答
  • 消灭零回复
提交回复
热议问题