Greetings,
I'm new to QuantLib, so if my question has already been discussed please point me to the answer.
I noticed that the amount of a fixed rate coupon bond is always calculated using day count convention for such a bond
(see FixedRateCoupon::amount() function for details). In reality however, many bond contracts are set up in such a way that the issuer of the bond doesn't care about how many days passed since the previous coupon payment. For example, 10% semi-annual would pay $5 per $100 no matter what, so the cash flow amount is $5 for each coupon. In QuanLib however, the function that calculates coupon amount would give the result that slightly deviates from $5 depending on day count convention and a calendar.
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?
Thanks,
Slava
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