Question on fixed coupon bond cashflows using QuantlibXL

[Jay Walters-3]

I am using QuantlibXL to construct some fixed coupon bonds and cannot get the cashflow analysis function give me the expected cashflows, 1/2 the coupon every 6 months. Instead I am getting each coupon based on the actual day count times the coupon amount.  Is there a specific parameter that effects this?

Thanks for your help.
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[Luigi Ballabio]

On Fri, 2011-02-04 at 20:13 -0600, Jay Walters wrote:
> I am using QuantlibXL to construct some fixed coupon bonds and cannot
> get the cashflow analysis function give me the expected cashflows, 1/2
> the coupon every 6 months. Instead I am getting each coupon based on
> the actual day count times the coupon amount.  Is there a specific
> parameter that effects this?

You should change the day counter.  Actual/Actual should give you 1/2
for 6 months, regardless of the actual number of calendar days.

Luigi


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