Bind Ex-Interest and Asset Swap and z-spreads

Posted by Ben Watson on Feb 05, 2016; 9:47am
URL: http://quantlib.414.s1.nabble.com/Bind-Ex-Interest-and-Asset-Swap-and-z-spreads-tp17291.html

Hi there,

I am using QuantlibXL - I am looking for an example of how to add the number of ex-interest days into a bond convention. It is not particularly obvious from the documentation and examples.

Also how would I go about calculating ASM and ZS for a bond?


Warm Regards

Ben Watson, CEO
Define Analytics
Tel: [phone]


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