Re: FixedCouponBond pricing wrong?

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/FixedCouponBond-pricing-wrong-tp3741p3745.html

On Apr 22, 2005, at 4:38 PM, [hidden email] wrote:

> Ning,
>
> I think you present one extreme condition in the way you use
> FixedCouponBond:
>
> 1. the issue date is 11/1/04;
> 2. the settlement date is 11/1/04;
>
> In reality, I dont know if you can do this.

I don't know if you can in the real world, the calculation should work
correctly. At least it does on my machine with the latest code.

Luigi