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-tp10820p10822.html

Also, I think there's another convention in the case of seasoned bonds:  
if the notional has been partly amortized (e.g., the current notional  
is 85 with respect to the initial 100) the price should be rescaled so  
that it is always in base 100 (e.g., multiplied by 100/85.)

Anybody?

Thanks,
        Luigi

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