Page 1 of 1

correlation default with ETSF XC lib

Posted: Fri Feb 26, 2010 8:34 pm
by cespejo
Dear all,

Someone knows what is the correlation default in the case you choose by hand an exchange only functional, like: ixc -102 ?
Thanks.

Camilo.

Re: correlation default with ETSF XC lib

Posted: Mon Mar 01, 2010 2:00 pm
by moliveira
Hi Camilo,

In the case you do not specify a correlation no correlation will be used.

Micael

Re: correlation default with ETSF XC lib

Posted: Mon Mar 01, 2010 6:23 pm
by cespejo
Thanks Micael!

Camilo