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