Does QuantLib support valuation of Cross currency swaps ? Eg. SOFR / SONIA cross currency swap.
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$\begingroup$ With resetting notional? $\endgroup$– Dimitri VulisFeb 1 at 18:55
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$\begingroup$ Yes Dimitri , with resetting Notional. $\endgroup$– Rohit GajareFeb 2 at 3:29
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1$\begingroup$ Have you tried rkapl123.github.io/QLAnnotatedSource/d0/df1/… ? $\endgroup$– Dimitri VulisFeb 2 at 4:09
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1$\begingroup$ Unfortunately not possible with quantlib functions directly. You can do some workaround... $\endgroup$– EAKMar 1 at 15:44
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