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AmortizingFixedRateBond question

Posted by Nathan Abbott on Mar 26, 2009; 1:39am
URL: http://quantlib.414.s1.nabble.com/AmortizingFixedRateBond-question-tp7372.html

Hello,

We've got a question on AmortizingFixedRateBond. We've been looking at this class very carefully and do not quite understand why it can be constructed with both a vector of -amortizing- notionals and a vector of redemptions. Aren't you double counting that way? We assumed the class could either be constructed a) with a vector of amortizing notionals and no redemptions vector (or redemptions only set to the default=100) or b) with a fixed amount and a vector of redemptions from which the actual notionals would be calculated, but not with both a notionals and a redemption vector. Are we missing some peculiar way this class is supposed to be able to behave here?

Thank You.


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