I just started with QuantLib. I am trying to find QuantLib class/function that
can match functionality of FinCad function aaBond4_cf or similar. FinCad doc states that aaBond4_cf: "Calculate the dates and cash flows for a generic level coupon bond (allows redemption, allows ex-dividend days as market days, switch for handling accrued prior to dated date, allows Sat. as business day, allows bus/252)." My question is: Does QuantLib has something similar to this and if it does then what is the class/function name. Thanks. ------------------------------------------------------------------------------ BlackBerry® DevCon Americas, Oct. 18-20, San Francisco, CA http://p.sf.net/sfu/rim-devcon-copy2 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
You'll want to look at the Bond class (see <http://quantlib.org/reference/class_quant_lib_1_1_bond.html>). In particular, the cashflows() class returns a vector of CashFlow objects that you can ask for their dates and amounts. To see how to instantiate a bond and the parameters you can pass, see the classes inherited from Bond (just click on them in the inheritance diagram on the page linked above). Ex-dividend days are not yet supported, but the other features should be there; you might have to work a bit to get them (for instance, you'll have to define a custom calendar if you want Saturday to be a business day). Luigi On Fri, 2011-09-16 at 12:11 +0000, graybark2 wrote: > I just started with QuantLib. I am trying to find QuantLib class/function that > can match functionality of FinCad function > aaBond4_cf or similar. FinCad doc states that aaBond4_cf: > > "Calculate the dates and cash flows for a generic level coupon bond (allows > redemption, allows ex-dividend days as market days, switch for handling accrued > prior to dated date, allows Sat. as business day, allows bus/252)." > > My question is: > > Does QuantLib has something similar to this and if it does then what is the > class/function name. > > Thanks. > > > ------------------------------------------------------------------------------ > BlackBerry® DevCon Americas, Oct. 18-20, San Francisco, CA > http://p.sf.net/sfu/rim-devcon-copy2 > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users -- Hanlon's Razor: Never attribute to malice that which is adequately explained by stupidity. ------------------------------------------------------------------------------ BlackBerry® DevCon Americas, Oct. 18-20, San Francisco, CA http://p.sf.net/sfu/rim-devcon-copy2 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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