Posted by
Luigi Ballabio on
Nov 06, 2007; 1:31pm
URL: http://quantlib.414.s1.nabble.com/Floating-RateBond-tp1544p1557.html
On Tue, 2007-11-06 at 05:12 -0800, amandine vincotte wrote:
> My question is how does the FloatingRateBond function knows what is my
> Evalution Date when calculating the NPV.
> I have tried this:
>
> Settings::instance().evaluationDate() =Evaluation Date
This is correct.
>
> But my function below still doesnt work when calling the NPV()
> function:
>
> FloatingRateBond
> FRN(settlementDays,faceAmount,FloatSchedule,euriborIndex,dayCount,conv,-fixingDays,vector< Real >(1,1.0),spreads,vector< Rate >(1,0.0) ,vector< Rate >(1,0.0),false,100,Date(),dfc);
>
May you post the piece of code where you initialize the schedule and
such, and the other where you call NPV()? Also, you say "doesn't work"
as in "raises an error" or as in "gives the wrong result"?
Later,
Luigi
--
There are no rules of architecture for a castle in the clouds.
-- Gilbert K. Chesterton
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