Dear all,Say I enter a typical quanto inverse floater swap where I pay [5% - USDLibor3m] quantoed into CAD, floored at 0% (meaning I'm short a USD 5% Cap). But say I'm also long a Spread Cap [CAD rate 3m - USD Libor 3m with 0% strike] where I have the right to switch every 3m from [5% - USDLibor3m] to [5% - CAD BA 3m] floored at 0% (so I'm also short a CAD 5% Cap)So if CAD BA 3m - USD Libor 3m > 0, I will switch. So I have sold 2 caps @ 100% swap Notional each, although future rate moves may mean I never exercise my Spread Option thus the CAD Cap would have been an overhedge. Does anybody have an idea about how best to determine a more realistic % of Notional to be sold for the CAD5% Cap. Is BGM or another multi-ccy model able to give me realistic information about what hedge proportions are required. Thanks,