Loading...
Home / Does ORE support other currencies?

Home Forums Getting Started Does ORE support other currencies?

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • #6751
    yzy108134
    Participant

    Does ORE support other currencies?

    I want to do some caculation for TWD currency IRS.

    #6768
    Roland Lichters
    Keymaster

    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

Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.