Re: minor extension of the FixedCouponBond class...

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/minor-extension-of-the-FixedCouponBond-class-tp10820p10821.html

On 06/02/2005 04:46:50 PM, Plamen Neykov wrote:
>
> Is it possible to include the following (very minor extension) of the
> FixedCouponBond class in the future releases of QuantLib - just to
> define two additional default parameter in the constructor:
> 1)  bool LongFinal = false
> 2) const std::vector<Real>& nominals = std::vector<Real>(1, 100.0)

Plamen,
        thanks for the contribution. As for longFinal, no problem. But  
as for the notionals: shouldn't the amortization cash flows be included  
in the price? (e.g., for nominals = [100, 90, ...] an additional cash  
flow worth 10 should be added on the first coupon date.)

What is the convention? Anybody?

Thanks,
        Luigi

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