Assume a multicurrency framework with two markets, one domestic and one foreign. In each market we have a risky asset (stock), and forward Libor rates (for different maturities). We obviously also have an exchange rate connecting the prices of assets between the two economies. I imposed no-arbitrage in determining the drift term of the forward rate process (modeled under BGM) under the domestic spot measure incorporating the stock dynamics under the martingale measure, therefore the no-arbitrage condition is satisfied.But what about market completeness? How can I qualify it?Thank you in advance.Regards