Re: Bond classes doesn´t allow compounded coupon rates

Posted by Luigi Ballabio on Oct 10, 2006; 4:36pm
URL: http://quantlib.414.s1.nabble.com/Bond-classes-doesn-t-allow-compounded-coupon-rates-tp5087p5088.html

On Tue, 2006-10-03 at 23:20 -0300, Piter Dias wrote:
> Here in Brazil we have (NTN-F is a example) some bond coupon generation based
> on compounded rates.
>
> 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.

Piter,
        it seems sensible. Why don't you try implementing it and send a patch?

Later,
        Luigi


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