Re: Fixed-rate bond pricing can yield different results compared to Excel's built-in functions

Posted by Gavin08 on Oct 27, 2011; 10:12pm
URL: http://quantlib.414.s1.nabble.com/Fixed-rate-bond-pricing-can-yield-different-results-compared-to-Excel-s-built-in-functions-tp6340p6343.html

Download this worksheet (using "save as") for a few examples of bonds where the prices coincide (the top 3 rows), and where they differ slightly (the rows below). Every row represents a different case/bond. Check out the blue area to compare prices.

Would be glad to hear some feedback.

Thanks and regards,
Gavin

Gavin08 wrote

I was pricing U.S. corporate bonds. If it helps I can compile a sheet where the problem manifests.