Hello everybody,
I am trying to price various type of Bonds through quantlib, and I am
facing some problems with the Fixed coupon and Floating rate bond
pricing.
In my working framework I have got:
- the maturity date
-the pricing date
- the first coupon date
- and the coupon frequency
So that I can compute the issuedate of the bond. For some days around
the computed issuedate the pricer return a price but in a lot of case
a RunTimeException is raised.
Can somedoby help me computing the right issuedate and explain me why
it raises an error for some dates? What surprises me more, is that the
date dependance of the pricer doesn't exist for swap pricing whereas a
Swap is briefly speaking modelised with two bonds (one for each leg)
On 06/28/2006 04:09:09 PM, Thib wrote:
> I am trying to price various type of Bonds through quantlib, and I am
> facing some problems with the Fixed coupon and Floating rate bond
> pricing.
Can you provide any example?
Later,
Luigi
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