Posted by
FORNAROLA CHIARA on
URL: http://quantlib.414.s1.nabble.com/Coupons-and-Fixed-Rate-Legs-Take-Two-tp1186p1196.html
John,
I don't have any experience with convertible bonds and with
convertiblebond.cpp.
So what I all can do is to put in my todo list to have a look at the
code (with low priority). I hope that in the while somebody, who has
used convertiblebond class extensively and at the same time as a good
knowledge of convertible bonds' market practice, will reply to you.
Chiara
p.s. maybe if you need some handbook on cb markets I can help you.
>-----Original Message-----
>From:
[hidden email]
[mailto:quantlib-users-
>
[hidden email]] On Behalf Of John Maiden
>Sent: Tuesday, July 24, 2007 6:39 PM
>To:
[hidden email]
>Subject: Re: [Quantlib-users] Coupons and Fixed Rate Legs, Take Two...
>
>Chiara-
>
> But what if I'm working with a convertible bond? My initial
problem
>was
>that I wanted to consider a convertible bond where I'd like to find the
>daily
>price with a semi-annual coupon. For the convertible bond class this
means
>I set
>up a daily coupon schedule, and I can't control when the coupon payment
>dates
>occur.
>
>
>
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