Re: Callablebonds.cpp misleading output

Posted by Allen Kuo-2 on
URL: http://quantlib.414.s1.nabble.com/Callablebonds-cpp-misleading-output-tp243p245.html

yes, missed that, thanks for the heads up, and for fixing it Luigi. --- On Fri, 1/9/09, Luigi Ballabio <[hidden email]> wrote: From: Luigi Ballabio <[hidden email]> Subject: Re: [Quantlib-users] Callablebonds.cpp misleading output To: "Bart Mosley, bondgeek.com" <[hidden email]> Cc: [hidden email] Date: Friday, January 9, 2009, 5:06 AM On Thu, 2009-01-08 at 14:22 -0500, Bart Mosley, bondgeek.com wrote: > 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. > > [...] > > 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 :) Ouch :) It's fixed now--thanks for the heads-up. Luigi -- The idea that an arbitrary naive human should be able to properly use a given tool without training or understanding is even more wrong for computing than it is for other tools (e.g. automobiles, airplanes, guns, power saws). -- Doug Gwyn ------------------------------------------------------------------------------ Check out the new SourceForge.net Marketplace. It is the best place to buy or sell services for just about anything Open Source. http://p.sf.net/sfu/Xq1LFB _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users

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