On Mon, 2009-04-20 at 17:33 +0200, Ferdinando Ametrano wrote:
> On Mon, Apr 20, 2009 at 5:21 PM, Luigi Ballabio
> <
[hidden email]> wrote:
> >> - removed Bond::faceAmount, as it is now ambiguous for amortizing bonds
> >
> > We could disambiguate instead (initialFaceAmount/currentFaceAmount?)
>
> what would be the difference with notional() ?
No difference really, just idly wondering whether we could save the old
convenience method as a shortcut to notionals().front() or whatever.
initialNotional() was just as fine. But it's no big deal.
> If I have a notional of 1M of a given bond whose face amount is 100, I
> actually own 10,000 bonds, isn't it?
Now if your strategy was to confuse me, you succeeded. Are you telling
me we're using the wrong term and we should use faceAmount instead of
notional? Or are you telling me that the face amount should be in the
same basis as the price (you aren't, are you?)
Luigi
--
fix, n.,v.
What one does when a problem has been reported too many times
to be ignored.
-- the Jargon file
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