How to calculate coupon payment date?

[Le Shi]

 

Hi guys,

 

If I know the bond’s dated date and payment frequency, how could I use QuantLib to calculate each coupon payment date?

 

For example, a bond with dated date is March 1^st, 2009, Semiannual, so the first coupon payment is September 1^st, 2009. ……..

 

Thank you all!

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[Luigi Ballabio]

On Fri, 2010-12-10 at 15:56 -0600, Le Shi wrote:
> If I know the bond’s dated date and payment frequency, how could I use
> QuantLib to calculate each coupon payment date?

You can use the Schedule class (look at the test suite for examples.)

Or, if you have instantiated the bond already, call bond.cashflows() to
get the vector of cashflows and loop over them calling c->date() on
each.

Luigi


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new data types, scalar functions, improved concurrency, built-in packages,
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http://p.sf.net/sfu/oracle-sfdev2dev 
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