Of pricing bonds whose IssueDate is in the future: is BondCleanPrice already discounted?
Posted by Lisa Ann on Oct 09, 2013; 1:49pm
URL: http://quantlib.414.s1.nabble.com/Of-pricing-bonds-whose-IssueDate-is-in-the-future-is-BondCleanPrice-already-discounted-tp14571.html
Let I build an object of class Bond whose issue date argument is not set equal to today date but, as instance, 1Y in the future (e.g. 9-Oct-2014).
Then I get the clean price from the Bond object: is this price already discounted by the YieldCurve used to discount coupons?
Actually the bond cannot be traded until the issue date, then its price today should be lower than the one I would accept to pay if I could trade now.