Currency

Description

Many functions require the input of a currency. Currencies are used to link models and curves to products, this ensures that one can never use for example a USD curve to value a ZAR based cashflow. For simple cases where you are not concerned about the risk of using the wrong curve you can use the special currency "ANY".

Currencies are entered into QuantSA functions simply as a three letter string of the currency code. See below for the supported values.

Available values

• ANY use this is you don’t mind what currency you are dealing with.
• ZAR
• USD
• EUR