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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

  • This topic has 1 reply, 2 voices, and was last updated 3 years ago by Anonymous.
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  • #6195
    Anonymous
    Inactive

    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
    Anonymous
    Inactive

    Hi, maybe this could help you?

    -regards,
    Roland

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