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FX Curve Regression

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Implementation of functional regression for the following features of FX curve analytics:
  • FX Forward and FX basis curve creation
  • Re-construction of the FX foward curve node points from the FX Basis curve, the corresponding domestic/foreign discount curves, and FX Spot contracts
  • Vice versa for FX basis curve
  • Implying the domestic/foreign bais rate/full dicsount curve from the FX forward curve
  • Implying the domestic/foreign bais rate/full dicsount curve from the FX basis curve

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