Re: Adjustable Rate Bonds Pricing

Posted by Luigi Ballabio on Jun 17, 2011; 2:41pm
URL: http://quantlib.414.s1.nabble.com/Adjustable-Rate-Bonds-Pricing-tp5756p5764.html

On Thu, 2011-06-16 at 01:56 -0700, d0tc0mguy wrote:
>
> One last question.
>
> What if the repricing frequency and the payment frequency are different?

Sorry, I'm probably not familiar with the instrument.  What do you mean
by repricing frequency?

Luigi


--

If you can't convince them, confuse them.
-- Harry S. Truman



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