Re: Floating Rate bond pricing related questions in QL and QLXL

Posted by christos.arvanitis on
URL: http://quantlib.414.s1.nabble.com/Floating-Rate-bond-pricing-related-questions-in-QL-and-QLXL-tp14476p14527.html

Dear Luigi,

Thanks for your help I will take a careful look in the libary for optionlets stripping and I will revert back....

As for the exposition of the Nelson Siegel class in QLXL it looks to me that it is indeed a harder excersise....
I will take a look at the suggested tutorial but any way if its possible i will appreciate also any additional help from any of you that had the experience to expose already the class at excel.

Now comes another question on the universe of flotters in QL
How I can construct in QL a floater that say at a first period has a floating ibor index and after a while turns to constant maturity index?

Thanks in advance for your help

Best Regards
Christos Arvanitis