Re: Bonds sample
Posted by Guowen Han on
URL: http://quantlib.414.s1.nabble.com/Bonds-sample-tp12365p12371.html
This frequency will be used for discount factor.
Regarding the quantlib bond classes, what is the reasoning behind the fact
that one has to create a schedule (for coupons) and provide it to the bond
constructor, instead of providing the necessary information to the bond
constructor and then have it construct the needed schedule?
Furthermore when you need the bond yield, the way to get it is (assuming an
existing fixedRateBond object with semiannual coupon payments):
Real price = 73.27;
Rate yld =
fixedRateBond.yield(price,Thirty360(Thirty360::EurobondBasis),Compounded,Semiannual);
where especially the need to provide the Frequency parameter troubles me,
because that frequency was allready provided when the coupon schedule was
created. The need to provide this frequency here also is, in my opinion,
quite confusing.
/Nicolai
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URL: http://quantlib.414.s1.nabble.com/Bonds-sample-tp12365p12371.html
This frequency will be used for discount factor.
| N_Lassesen <[hidden email]>
10/22/2008 10:52 AM |
|
Regarding the quantlib bond classes, what is the reasoning behind the fact
that one has to create a schedule (for coupons) and provide it to the bond
constructor, instead of providing the necessary information to the bond
constructor and then have it construct the needed schedule?
Furthermore when you need the bond yield, the way to get it is (assuming an
existing fixedRateBond object with semiannual coupon payments):
Real price = 73.27;
Rate yld =
fixedRateBond.yield(price,Thirty360(Thirty360::EurobondBasis),Compounded,Semiannual);
where especially the need to provide the Frequency parameter troubles me,
because that frequency was allready provided when the coupon schedule was
created. The need to provide this frequency here also is, in my opinion,
quite confusing.
/Nicolai
--
View this message in context: http://www.nabble.com/Bonds-sample-tp19876099p20112443.html
Sent from the quantlib-dev mailing list archive at Nabble.com.
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