Fixed Rate Bonds, Moosmuller, and Braess-Fangmeyer

Posted by Dominick Samperi on Feb 21, 2012; 3:03pm
URL: http://quantlib.414.s1.nabble.com/Adjustable-Rate-Bonds-Pricing-tp5756p5768.html

Hello,

I was thinking about submitting some code that computes bond prices
following
that Moosmuller and Braess-Fangmeyer conventions (was used for German govt
bonds), but I am not sure if these conventions are still in use today.
Can anyone
comment on if/where these conventions are used today?

Thanks,
Dominick


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