On Thu, 2011-05-12 at 13:37 -0700, gigifaye29 wrote:
> Can I confirm that the npv parameter in the cashflow::yield function (below)
> equals the dirty price of a bond (but not the clean price)?
Yes.
Luigi
> static Rate yield ( const Leg & leg,
> Real npv,
> const DayCounter & dayCounter,
> Compounding compounding,
> Frequency frequency,
> bool includeSettlementDateFlows,
> Date settlementDate = Date(),
> Date npvDate = Date(),
> Real accuracy = 1.0e-10,
> Size maxIterations = 100,
> Rate guess = 0.05
> )
>
>
>
> Thanks,
> xc
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