Bugs item #2971351, was opened at 2010-03-16 15:54
Message generated for change (Tracker Item Submitted) made by nobody
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2971351&group_id=12740Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: YTM calculation
Initial Comment:
I'am trying to use QuantlibXL to calculate the YTM of a fixed income bond (Bloomberg ISIN IT0004299795). Anyway, even if the frequency tenor is 3 months, when using the function qlBondFlowAnalysis() in order to produce the cash flows plan, the first cash flow is calculated after 6 months. Obviously the so obtained YTM is wrong
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2971351&group_id=12740------------------------------------------------------------------------------
Download Intel® Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
