I am trying to value a CCIRS fixed USD vs fixed EUR in Bloomberg collaterized in EUR with a 10y maturity.

Are there any adjustments I need to make to the USD vs EUR OIS discount curve as the NPV is very sensitive to it?

Thank you for your help,

  • $\begingroup$ Probably best to ask the helpdesk - F1F1 $\endgroup$ – oronimbus Jan 20 at 19:34

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