Create Bond from Cashflow & redemption schedule

[imachabeli]

I’d like to value Mortgage CMO Bond whose cash flow is determined by external library. I don’t see suitable class in QL.

Does anyone currently plan to code the class that can create bond from CF & redemption schedule.

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[Luigi Ballabio]

On Tue, 2007-09-18 at 09:34 -0400, Irakli Machabeli wrote:
> I’d like to value Mortgage CMO Bond whose cash flow is determined by
> external library. I don’t see suitable class in QL.
>
> Does anyone currently plan to code the class that can create bond from
> CF & redemption schedule.

It's planned for next release. In fact, you could check it out from the
Subversion server already.

Luigi


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