Non-deliverable cross currency swap #2413

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open

marcin-rybacki wants to merge 8 commits into lballabio:master from marcin-rybacki:feature/non-deliverable-xccy-swap

+739 −180

Open

Non-deliverable cross currency swap #2413

Adjusted non-deliverable cross currency swap legs such that they do n…

Codacy Production / Codacy Static Code Analysis succeeded Mar 3, 2026 in 0s

Your pull request is up to standards!

Here is an overview of what got changed by this pull request:

Complexity increasing per file
==============================
- ql/experimental/termstructures/crosscurrencyratehelpers.cpp  19

See the complete overview on Codacy

View more details on Codacy Production