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#6243
rkapl
Participant

Dear Niall!

OK I see. Would it be possible to pass the base curve for fva calculation somehow else?
Like overruling the oisCurve = market_->discountCurve(baseCurrency_, configuration_) call in postprocess.cpp?

And as a general suggestion. I’d remove those baseCurrency settings that really depend on the baseCurrency setting in the simulation/market section. Also the domesticCurrency settings in the CrossAssetModel and ForeignExchangeModels sections are actually redundant in that sense.

-regards,
Roland