Re: QuantLib::Bond::cleanPriceFromZSpread

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantLib-Bond-cleanPriceFromZSpread-tp7310p7329.html

On Fri, 2009-02-27 at 07:58 -0800, gigifaye29 wrote:
> Thanks. Just one more question on this topic
>
> For parameters to feed the pricing engines,  volatility and reversion in
> particular,  are the functions taking *annualized* numbers?

Yes.

Luigi


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