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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,
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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The View Scores page, when you click on a submission, brings up a tabbed table that has Teammate Reviews as one of the tabs. Click on that tab, and you will see a list of team members. Clicking on their names brings up a set of reviews ... but are these reviews BY that team member, or reviews OF that team member's contribution? The view should say which.
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