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Bond classes doesn´t allow compounded coupon rates

Posted by Piter Dias-3 on Oct 04, 2006; 3:20am
URL: http://quantlib.414.s1.nabble.com/Bond-classes-doesn-t-allow-compounded-coupon-rates-tp5087.html

People,

Here in Brazil we have (NTN-F is a example) some bond coupon generation based
on compounded rates.

I modeled NTN-F in Reuters Kondor+, for example, using Semiannual payments,
compounded rates and 30/360 day count.

It means that 10% nominal is actually (1+0.01)^0.5-1 each semester.

What is the easiest way to implement such behavior in QuantLib?

I thought about creating a new constructor including compounded parameter.
The old constructor would be kept and would call the new one using "Simple"
as compounded parameter.

FixedRateCoupon class would have compounded logic. I did´t check for other
Bonds classes (Floating, for example).

What you guys think about that?

Regards.

Piter Dias
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