I am working on a project and I am trying to evaluate an FX option with EUR/GBP underlying. As the EURIBOR is negative, how can I do the pricing? I know I have to transform the interest rate, to switch to a continous interest rate (so I should apply log).
Please help me on this. Also, if you have codes for Black-Scholes, Vanna-Volga, Heston, I would really appreciate if you could share them with me.