Index Linked Bond Issue

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Index Linked Bond Issue

ycc1107
Hi,

I found there is an exception when the difference between scenario date and maturity is 6 month and day of scenario date is less than day of maturity.
I wonder if there is any solution for it. Thank you
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Re: Index Linked Bond Issue

Luigi Ballabio
May you provide any context?

On Thu, Jul 3, 2014 at 11:00 PM, ycc1107 <[hidden email]> wrote:

> Hi,
>
> I found there is an exception when the difference between scenario date and
> maturity is 6 month and day of scenario date is less than day of maturity.
> I wonder if there is any solution for it. Thank you
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Index-Linked-Bond-Issue-tp15573.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
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--
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------------------------------------------------------------------------------
Open source business process management suite built on Java and Eclipse
Turn processes into business applications with Bonita BPM Community Edition
Quickly connect people, data, and systems into organized workflows
Winner of BOSSIE, CODIE, OW2 and Gartner awards
http://p.sf.net/sfu/Bonitasoft
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QuantLib-users mailing list
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