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Does ORE support other currencies?
I want to do some caculation for TWD currency IRS.
Hi,
as of the latest 5th release- yes, ORE covers the TWD currency and also the TWD-TAIBOR index.
We have seen market data for TWD IRS vs 3M TAIBOR, so you should be able to build curves and price Swaps.Regards, Roland
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