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Re: Floating RateBond

Posted by amandine vincotte on Nov 07, 2007; 10:36am
URL: http://quantlib.414.s1.nabble.com/Floating-RateBond-tp1544p1545.html

Hi Luigi,


I get two types of errors:
- when I set the effective date and the evaluation date to be different :
I get the Euribor3M fixing missing  for the 1rst of November ( although I can print it with the forecastFixing function)
- when I set the effective date and the evaluation date to be the same
I get the the missing caplet volatility error only



I have noticed that the function " setCoupon Pricer"  is not used when debugging the code as it does not step into it. Then I did a search in the code version 0.8.1 and it could not find it.



Thank you

Amandine


----- Original Message ----
From: Luigi Ballabio <[hidden email]>
To: amandine vincotte <[hidden email]>
Cc: [hidden email]
Sent: Wednesday, November 7, 2007 10:05:38 AM
Subject: Re: [Quantlib-users] Floating RateBond


On Tue, 2007-11-06 at 09:26 -0800, amandine vincotte wrote:
> Do I need to set a volatility as well?

No---it is only used if the coupons fix in arrears.

Luigi


--

There are no rules of architecture for a castle in the clouds.
-- Gilbert K. Chesterton

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