Patches item #2725832, was opened at 2009-04-01 15:45
Message generated for change (Tracker Item Submitted) made by ultrium
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2725832&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: Nathan Abbott (ultrium)
Assigned to: Nobody/Anonymous (nobody)
Summary: add zspread in bond
Initial Comment:
We have a need to get the zspread of a bond when give a clean price. I made it work just like the yield method when a clean price is given.
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2725832&group_id=12740------------------------------------------------------------------------------
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev