[ quantlib-Patches-2725832 ] add zspread in bond

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[ quantlib-Patches-2725832 ] add zspread in bond

SourceForge.net
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=12740

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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.

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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2725832&group_id=12740

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