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I think I have a need for another pricing engine for the bond instrument

Posted by Nathan Abbott on Mar 02, 2010; 8:21pm
URL: http://quantlib.414.s1.nabble.com/I-think-I-have-a-need-for-another-pricing-engine-for-the-bond-instrument-tp7505.html

I think I have a need for another pricing engine for the bond instrument. My users want to place bond in a portfolio that contains different type of instruments. Right now, I place all the instruments in a collection and then loop through the collection and call the NPV method of each instrument. The problem is that the user wants the NPV of the bond to be the amount purchased * clean price  / 100.  I am thinking the best way to solve this problem is to create another pricing engine for the bond that calculates the NPV of the bond to equal the amount purchased * the clean price / 100.  Is this a common proiblem? If I wrote the engine, would people want it include in QuantLib?


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