Callablebonds.cpp misleading output

Posted by Bart Mosley, bondgeek.com on
URL: http://quantlib.414.s1.nabble.com/Callablebonds-cpp-misleading-output-tp243.html

The output for the callablebonds example program should reference the  
clean price instead of NPV, since you are comparing to a clean price  
from BBG.

i.e.

cout << callableBond0.NPV() << " / "

should be:

cout << callableBond0.cleanPrice() << " / "

So the discrepancy with Bloomberg in the zero-vol case is only .03,  
not .4.

Unless, that is, the idea is to get newbies like me to dig through the  
code to understand why the price discrepancy with Bloomberg is so big  
or why the price doesn't correspond to yield :)


Bart.

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