Re: Bonds.java

Posted by Giacomo Sergio on Jun 09, 2014; 1:26pm
URL: http://quantlib.414.s1.nabble.com/Bonds-java-tp15420p15430.html

Hi Luigi,

Thank you very much, that was helpful. Attached the new version, hope is
useful, without errors. The results still do not match with the cpp
version. I¹ll review everything again. If anyone is working on that too
and have some hints are welcome.

Regards,
Giacomo

Il giorno 09/06/14 13:09, "Luigi Ballabio" <[hidden email]> ha
scritto:

>Hi Giacomo,
>    you have to set the evaluation date. After you define todayDate, add
>
>    Settings.instance().setEvaluationDate(todayDate);
>
>otherwise the library will still think it's June 2014.
>
>After this, you'll still have errors because you're using some helpers
>with the same maturity (I didn't have time to check which ones).
>You'll have to compare your code with the original one and check that
>you initialize the helpers with the correct arguments.
>
>PiecewiseFlatForward should be ok.
>
>Hope this helps,
>    Luigi
>
>
>
>On Mon, Jun 9, 2014 at 10:52 AM, Giacomo Sergio
><[hidden email]> wrote:
>> Dear Luigi and all,
>>
>> I started using the QuantLib-SWIG-1.4. As I couldn¹t 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 couldn¹t find the PiecewiseYieldCourve as implemented in the c++
>>classŠand
>> I used PiecewiseFlatForward.
>>
>> Any feedback/suggestion, would be appreciated.
>>
>> Kind Regards,
>>  Giacomo
>>
>>
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>
>
>
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