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Is there a way to calibrate a discount curve from traded fx forwards?
Taking USDJPY as an example. As an input I have the fx spot, 1M, 3M and 6M forwards , I have also built a USD OIS discount curve. I want to create a JPY discount curve such that I can reprice correctly all of the fx forwards I observe in the market. Is that possible with the current library?
As an extension to the above,
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Aug 22, 2021 - Blade
There is an Autolab dark theme PR which allows each individual user to set whether they want the default Autolab theme, or the dark theme: autolab/Autolab#1139
This is a very promising PR but there are some issues with it which needs to be resolved before it can be merged.
- Certain aspects of the light theme (the handin-panel, the font colors and type, the handin ta
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Found bug on beta while testing unrelated changes. Line 509 in assignment_controller.rb was causing a crash when validate_assignment_questionnaires_weights() in assignment_form.rb found that weights did not add to 0 or 100.
In #2034 I made a patch for it to prevent the crash but the flash message is not as descriptive as it should be. Assignment_form.rb wants the error message to be '"Failed t
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