Re: Coupons and Fixed Rate Legs

Posted by John Maiden on
URL: http://quantlib.414.s1.nabble.com/Coupons-and-Fixed-Rate-Legs-tp1151p1162.html

Thanks for all of your great responses! To clear up, the maturity date is
February 1, 2009 (sorry about that), and yes, I'm really looking at a bond.
Actually I'm looking at a convertible bond. The program I'm writing gives the
user an option to change the underlying schedule frequency (with the number of
time steps tied to the frequency). Thus the coupon gets tied to this schedule.
I'll try Chiara's suggestions and get back to you.


-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users