Changing the payment dates of future coupons of floating rate bonds

[LordByron]

Hi all,

I do construct an object from FloatingRateBond class. I also can
access its cashflows via using Cashflows::nextCashFlow and iterate
through its all coupons' date.  However, i could not find the right
way to adjust the coupon dates by adding days or by giving the exact
coupon dates.
Any suggestions?

Kindest regards.
Harun.

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[YuHong-4]

May I ask, is it that you actually want to use one FloatingRateBond object in your program to evaluate different floating-bonds, that's why you wish to adjust the coupon dates?  Or if you could describe in more detail about your question and/or code, will be more helpful.

Regards,

Hong Yu

> Date: Tue, 21 Jun 2011 15:48:00 +0300

> From: [hidden email]
> To: [hidden email]
> Subject: [Quantlib-users] Changing the payment dates of future coupons of floating rate bonds
>
> Hi all,
>
> I do construct an object from FloatingRateBond class. I also can
> access its cashflows via using Cashflows::nextCashFlow and iterate
> through its all coupons' date. However, i could not find the right
> way to adjust the coupon dates by adding days or by giving the exact
> coupon dates.
> Any suggestions?
>
> Kindest regards.
> Harun.
>
> ------------------------------------------------------------------------------
> EditLive Enterprise is the world's most technically advanced content
> authoring tool. Experience the power of Track Changes, Inline Image
> Editing and ensure content is compliant with Accessibility Checking.
> http://p.sf.net/sfu/ephox-dev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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[Luigi Ballabio]

On Tue, 2011-06-21 at 15:48 +0300, harun ozkan wrote:
> I do construct an object from FloatingRateBond class. I also can
> access its cashflows via using Cashflows::nextCashFlow and iterate
> through its all coupons' date.  However, i could not find the right
> way to adjust the coupon dates by adding days or by giving the exact
> coupon dates.
> Any suggestions?

Harun,
        may you provide an example of what you're trying to do?  Why do you
need to adjust the dates after you have built the bond?  It might be a
feature we're missing, so it would be of help to understand it in order
to implement it.

Thanks,
        Luigi


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If you can't convince them, confuse them.
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