http://quantlib.414.s1.nabble.com/ExCouponPeriod-not-available-in-QuantLibXL-function-qFixedRateBond-tp17312p17322.html
You can log PRs against my quantlib-old repo. If we don't port them to
> Eric,
>
> Can I log PRs against the old QuantlibXL repo or should I target the
> new one based on reposit? I see the new one repo has only vc9 files
> in, so it's first going to be some work adding the newer solution
> files. If I can, I'd prefer to log a PR against the old repo and
> hopefully than can be ported to the new one. Is that possible?
>
> thanks
>
> Francois Botha
>
> On 22 February 2016 at 16:23, Francois Botha <
[hidden email]> wrote:
>
> > Hi,
> >
> > Any new parameters have to be explicitly added to the QuantLibXL
> > interfaces as well. I was looking into it, but hit a bit of a wall
> > on the CPI bonds, basically because the number of parameters became
> > too many.
> >
> > If you're interested only in the FixedRateBonds, I could add them,
> > but you'll probably have to compile QuantLibXL if you want to take
> > advantage of them before the new release.
> >
> > That said, QuantLibXL's maintainer (Eric Ehlers) has made some
> > structural changes to how QuantLibXL works and I haven't got up to
> > speed with them.
> >
> >
> > Francois Botha
> >
> > On 22 February 2016 at 14:24, Ben Watson
> > <
[hidden email]> wrote:
> >
> >> Hi,
> >>
> >> I asked this a couple of weeks ago. I need to price bonds that
> >> have 7D ex-interest and are quoted in Yield. I see that
> >> qlFixedRateBondHelper does take ExCouponPeriod. However I need to
> >> use this for the yield to price functions.
> >>
> >> I see that FixedRateBond has included exCouponPeriod (Sep 9, 2015
> >> @igitur igitur Add bond test for South African R2048 which
> >> requires Schedule from cu.)
> >>
> >> FixedRateBond bond(settlementDays, 100.0,
> >> Schedule(startDate, maturityDate, tenor,
> >> NullCalendar(), Unadjusted,
> >> Unadjusted, DateGeneration::Forward, true,
> >> firstCouponDate),
> >> std::vector<Rate>(1, coupon),
> >> dc, Unadjusted, 100.0,
> >> issueDate, calendar, exCouponPeriod,
> >> calendar
> >>
> >> However this is not in the QuantLibXL version. Is this something
> >> that missed
> >> V1.7.0? If so when would the next release likely to happen. I have
> >> to push on with a project and right now I can't get QuantLib to
> >> price the bonds correctly?
> >>
> >>
> >>
> >> Ben Watson, CEO
> >> Define Analytics
> >> Tel: +61 410 474 984
> >>
> >>
> >>
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