Re: FixedRateCoupon question

Posted by Luigi Ballabio on Jun 05, 2008; 3:54pm
URL: http://quantlib.414.s1.nabble.com/FixedRateCoupon-question-tp6093p6094.html

On Mon, 2008-06-02 at 12:05 -0400, Slava Mazur wrote:
> And here is my question. Is there any way to setup a bond pricer in
> such a way that cash flows from coupons would be fixed (and equal to
> nominal / coupon frequency) and day count conventions would affect
> only calculation of discount factors?

You can choose the day counters independently. As already suggested,
choosing ActualActual(ActualActual::Bond) when building the bond will
give you fixed cash flows; the day counter passed to the yield curve
will be used for discount factors.

Luigi


--

So little done, so much to do.
-- Cecil Rhodes



-------------------------------------------------------------------------
Check out the new SourceForge.net Marketplace.
It's the best place to buy or sell services for
just about anything Open Source.
http://sourceforge.net/services/buy/index.php
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users