Moving a question from Tony to the forum:
Can Strata automatically price FX swaps around spot e.g O/N - 1 month or do I have to submit it as two deals in order to reverse the ante-spot points? See example.
Moving a question from Tony to the forum:
Can Strata automatically price FX swaps around spot e.g O/N - 1 month or do I have to submit it as two deals in order to reverse the ante-spot points? See example.