Hi Luigi,
I would say that Matteo is referring to the bonds.py under \Test
The bonds.py example is not affected.
Lluís.
On Tue 04/01/11 09:56 , Luigi Ballabio <[hidden email]> wrote:
On Tue, 2011-01-04 at 09:38 +0100, Matteo Zandi wrote:
> On Mon, Jan 3, 2011 at 4:31 PM, Luigi Ballabio
> <<A href="javascript:top.opencompose('luigi.ballabio@gmail.com','','','1')">luigi.ballabio@...> wrote:
> You really want
> calendar.advance(issue_date, settlement_days, QuantLib.Days)
> instead.
>
>
> ok, thanks for the tip. Maybe it needs to be fixed in python example
> bond.py also (line 41) where I took it.
Is it like this in the example? Sorry, I missed it when it was
contributed. Yes, it needs to be fixed. Thanks for the heads-up.
> Is this what you mean by including the 0.52 accrued to the clean
> price?
> bond.bondYield(96.39+0.52, day_counter, QuantLib.Compounded,
> QuantLib.Semiannual, QuantLib.Date(3,1,2011))
No, if 96.39 is your clean price, then the 0.52 is already included.
Seeing it as payment on settlement date, I thought it was the dirty
price.
What do you get from Excel if you pay the clean price plus the accrual
on settlement and receive 1.5 on the first coupon?
Luigi
--
All parts should go together without forcing. You must remember that
the parts you are reassembling were disassembled by you. Therefore, if
you can't get them together again, there must be a reason. By all
means, do not use a hammer.
-- IBM maintenance manual, 1925
------------------------------------------------------------------------------
Learn how Oracle Real Application Clusters (RAC) One Node allows customers
to consolidate database storage, standardize their database environment, and,
should the need arise, upgrade to a full multi-node Oracle RAC database
without downtime or disruption
http://p.sf.net/sfu/oracle-sfdevnl
_______________________________________________
QuantLib-users mailing list
<A href="javascript:top.opencompose('QuantLib-users@lists.sourceforge.net','','','1')">QuantLib-users@...
https://lists.sourceforge.net/lists/listinfo/quantlib-users
------------------------------------------------------------------------------
Learn how Oracle Real Application Clusters (RAC) One Node allows customers
to consolidate database storage, standardize their database environment, and,
should the need arise, upgrade to a full multi-node Oracle RAC database
without downtime or disruption
http://p.sf.net/sfu/oracle-sfdevnl_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
