How would you include the basis in the discounting for LCY/EUR swaps?
(for LCY/USD the basis disc curve is taken from NDF USD/LCY, there seem to be no such contracts for EUR/LCY)
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
