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Home / InstrumentNPV – Wrong number of in currency leg NPVs returned by engine

Home Forums Development InstrumentNPV – Wrong number of in currency leg NPVs returned by engine

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  • #6195
    jojogh
    Participant

    Hi,
    I used the CrossCcySwapEngine in QuantExt to price a 5-year CrossCcySwap. Why the engine return an error message saying InstrumentNPV – Wrong number of in currency leg NPVs returned by engine?

    What is that problem? I thought I defined the the cross currency swap right.

    Thanks

    #6272
    rkapl
    Participant

    Hi, maybe this could help you?

    -regards,
    Roland

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