Bonds.java
Posted by
Giacomo Sergio on
Jun 09, 2014; 8:52am
URL: http://quantlib.414.s1.nabble.com/Bonds-java-tp15420.html
Dear Luigi and all,
I started using the QuantLib-SWIG-1.4. As I couldn’t find in the examples the implementation of the Bonds example class, I have written my implementation (attached), following the Bonds.cpp in QuantLib-1.4 Examples/Bonds. Nevertheless I have a 0 price for Zero Coupon Bonds and for Floating and an error for the Fixed Rate bonds (more than one instrument with maturity September 12th, 2014.
I couldn’t find the PiecewiseYieldCourve as implemented in the c++ class…and I used PiecewiseFlatForward.
Any feedback/suggestion, would be appreciated.
Kind Regards,
Giacomo
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