Re: Bond duration incorrect ?

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Bond-duration-incorrect-tp4434p4436.html

On 2/2/06, Dirk Eddelbuettel <[hidden email]> wrote:
> Nobody followed on the most-likely-a-bug report I made -- does anybody have
> access to an alternate calculator to check simple, modified and macaulay
> duration for a few securities?  As indicated, I think what we have in
> analysis.{cpp,hpp} is wrong.  Yet another source of documentation is at
> Wikipedia at http://en.wikipedia.org/wiki/Bond_duration

I second the request. Anybody?

Luigi