Re: Adjustable Rate Bonds Pricing
Posted by fagoal on Jul 01, 2017; 7:23am
URL: http://quantlib.414.s1.nabble.com/Adjustable-Rate-Bonds-Pricing-tp5756p18373.html
Does quantlib 1.9 support this non-trival case? like fixing rate frequency is quarterly and payment frequency is semiannual.