[ quantlib-Patches-2725832 ] add zspread in bond

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

[ quantlib-Patches-2725832 ] add zspread in bond

SourceForge.net
Patches item #2725832, was opened at 2009-04-01 15:45
Message generated for change (Comment added) made by ultrium
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2725832&group_id=12740

Please 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: Luigi Ballabio (lballabio)
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.

----------------------------------------------------------------------

Comment By: Nathan Abbott (ultrium)
Date: 2009-04-03 10:11

Message:
Can you make it
Copyright (C) 2009 Nathan Abbott
?

----------------------------------------------------------------------

Comment By: Nobody/Anonymous (nobody)
Date: 2009-04-03 08:49

Message:
It is me Nathan Abbott

----------------------------------------------------------------------

Comment By: Luigi Ballabio (lballabio)
Date: 2009-04-03 06:32

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


----------------------------------------------------------------------

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