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Cross Currency Swap Valuation question

  • Thread starter Thread starter Umnik
  • Start date Start date
Umnik

Umnik

Joined
8/21/11
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How would you include the basis in the discounting for LCY/EUR swaps?
(for LCY/USD the basis disc curve is taken from NDF USD/LCY, there seem to be no such contracts for EUR/LCY)
 

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