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January 2, 2018 at 1:45 pm
#6237
Anonymous
Inactive
Hi FiveEights,
Example 14 has a minimal market data setup for exactly this kind of simple test, I think it’s a 2 currency setup but a single one should work too, it’s easy to set it to single curve pricing (just change he specs in todaysmarket.txt)
I agree on your earlier points about the complexity of the configuration, allot of the time it’s necessary to step into the code to see what is going on.
Regards,
Niall.