Re: Coupons and Fixed Rate Legs, Take Two...

Posted by John Maiden on
URL: http://quantlib.414.s1.nabble.com/Coupons-and-Fixed-Rate-Legs-Take-Two-tp1186p1198.html

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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