FixedCouponBond

Posted by on
URL: http://quantlib.414.s1.nabble.com/FixedCouponBond-tp3478.html

Hello,

I found QuantLib on the net and thought I would give it a try to do some
bond related stuff - it's a great project!

It's a bit difficult to get started though - I didn't find any sample
code involving bond stuff - any pointers?

I have a specific question regarding the FixedCouponBond class, maybe
someone can help me with this:
I have some bonds that do not pay a coupon on maturity (only the
principal). Specifically, I have date for the first coupon paid, and a
date for the last coupon paid (which might be different from maturity).

Am I correct in assuming that I cannot replicate this with the
FixedCouponBond class? I had a poke around in the code, and it looks as
if I might want to make a new class were I replace the coupon rate
argument in the definition of cash flows with a vector that is set to
zero after my last (and before my first) interest date (and equal to the
coupon rate at the other dates).

Would that work?

Thanks,

Max