Bind Ex-Interest and Asset Swap and z-spreads

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Bind Ex-Interest and Asset Swap and z-spreads

Ben Watson
Hi there,

I am using QuantlibXL - I am looking for an example of how to add the number of ex-interest days into a bond convention. It is not particularly obvious from the documentation and examples.

Also how would I go about calculating ASM and ZS for a bond?


Warm Regards

Ben Watson, CEO
Define Analytics
Tel: +61 410 474 984


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