Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/FixedRateBond-question-tp5985p5986.html
On Tue, Dec 13, 2011 at 2:40 AM, Piter Dias <
[hidden email]> wrote:
> Please try the FixedRateBond constructor that accepts InterestRate object
> instead of just Rate one.
Correct, but the coupons after the first are simple. Instead of
InterestRate coupon(0.06, dayCounter, Compounded, Annual);
FixedRateBond(..., vector<InterestRate>(1, coupon), ...)
you'll have to build a vector with the first element set to the
InterestRate instance above and the others set to an instance of
InterestRate with simple compounding.
Luigi
------------------------------------------------------------------------------
Systems Optimization Self Assessment
Improve efficiency and utilization of IT resources. Drive out cost and
improve service delivery. Take 5 minutes to use this Systems Optimization
Self Assessment.
http://www.accelacomm.com/jaw/sdnl/114/51450054/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users