I’m very new in Strata and was looking at CalibrationXCcy example.
I understand from “StandardXCcyIborIborSwapConventions.java” that the EUR-EURIBOR-3M-USD-LIBOR-3M convention is defined for XCCY with no FX reset (non-MtM XCCY).
Could you please let me know if there is similar conventions for MtM XCCY as I would like to adapt the “CalibrationXCcyCheckExample” to be fed by MtM XCCY instruments ?
In addition, I would like to deduce from EUR vs USD XCCY market data the EUR collateral adjusted curve instead of the USD collateral adjusted curve. Is it possible in Strata ?
Many thanks for you support