Re: 答复: How to fix future (unknown) coupons of a FRN?

Posted by MDecau on
URL: http://quantlib.414.s1.nabble.com/How-to-fix-future-unknown-coupons-of-a-FRN-tp16484p16499.html

Ok Magnus, this might explain it indeed. I will see if I can change my code to take this into account, but as Peter said, I will probably have to use a new pricing engine.

I know John, especially buggy this morning if you see what I mean...