Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantLib-Bond-cleanPriceFromZSpread-tp7310p7325.html
On Tue, 2009-02-24 at 13:49 -0800, gigifaye29 wrote:
> In the CallableBonds Class, does the member function
> "cleanPriceFromZSpread(...)" calculate a clean price by discounting the
> *unadjusted* cash flows, OR *adjusted* cash flows(prices on each note
> revised to strike if option in the money), by interest tree note rates plus
> z-spread?
Unadjusted. The method is inherited from the generic Bond class and does
not take callability into account.
Luigi
--
Testing can never demonstrate the absence of errors in software, only
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-- W.E. Dijkstra
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