 Numerical scenarios confirm that such correction can be non-negligible , thus making unadjusted double-curve prices, in principle, not arbitrage free  .
<meaning-changed>  Numerical scenarios confirm that such correction can be non-negligible , thus making unadjusted double-curve prices, in principle, not arbitrage free  .
 Numerical scenarios confirm that such correction can be non-negligible , thus making unadjusted double-curve prices, in principle, not arbitrage free . Both the forward basis and the quanto adjustment find a natural financial explanation in terms of counterparty risk .