Re: FixedRateCoupon question
Posted by
Piter Dias-3 on
Jun 02, 2008; 9:57pm
URL: http://quantlib.414.s1.nabble.com/FixedRateCoupon-question-tp6093p6095.html
Allen,
I had this issue while developing TestSuite for a Brazilian Bond. You can
check "void BondTest::testBrazilianCached()" the way I solved this.
If you change
couponRates[0] = InterestRate(0.1,Thirty360(),Compounded,Annual);
// gives you 4,880885% per semester
to
couponRates[0] = InterestRate(0.1,Thirty360(),Simple,Annual);
// gives you 5% per semester.
You would have the result you want.
There are simpler ways to that for for Simple rates (it wasn`t my case) but
you can get more complex schedules with this approach.
Regards,
-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2008.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users