XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions

Strata
1

Hi,

We are looking for advice how to calibrate XCCY Overnight Overnight Swap and Overnight Overnight Swap. Are conventions available for these products in Strata?

If not available at the moment, do you know if/when OG is planning to implement them in Strata?

2

There is an incomplete branch topic/overnight-overnight which begins this work. This will need to be completed to progress calibration.
Stephen

3

Thank you, @stephen, for the update.

4

Hi @stephen,

Please let us know if you have a timeline when this functionality will be available in OG Strata.

Thank you in advance for your reply,
Sandra