Create a curve to be used for FX rate forecasting.
Description
Create a curve to be used for FX rate forecasting.
Example Sheet
GeneralSwap.xlsx
Arguments
- objectName The name of the object to be created.
- baseCurrency The base currency. Values are measured in units of counter currency per one base currency.(Currency)(Currency)
- counterCurrency The counter currency. Values are measured in units of counter currency per one base currency.(Currency)(Currency)
- fxRateAtAnchorDate The rate at the anchor date of the two curves.
- baseCurrencyFXBasisCurve A curve that will be used to obatin forward rates.
- counterCurrencyFXBasisCurve A curve that will be used to obtain forward rates.