Re: Redemption vs. Face Value
Posted by
John Maiden on
Nov 16, 2007; 3:18pm
URL: http://quantlib.414.s1.nabble.com/Redemption-vs-Face-Value-tp5218p5223.html
Looks like a big portion of my issue came from a lack of understanding about the
use of dirty price. I was using dirtyPrice to compute what I thought was the
evolution of the bond price over time using a fixed yield curve. If I use NPV(),
then I get the answer I was expecting for the final value. Thanks Allen, Toy,
and Chiara for clearing up my problems.
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