Re: [Quantlib-dev] I think I have a need for another pricing engine for the bond instrument

Posted by Nathan Abbott on Mar 03, 2010; 7:57pm
URL: http://quantlib.414.s1.nabble.com/I-think-I-have-a-need-for-another-pricing-engine-for-the-bond-instrument-tp7505p7508.html

Thank you for the replies.

 While we discuss which is more sensible, a simple solution for Nathan

 might be to wrap the bond, i.e., write a simple instrument that takes a

 Bond instance and whose NPV is calculated from the bond as the amount

 purchased * clean price  / 100.)

That was my original idea. I am going to start working on it right now. Is that something that would be included in QuantLib?

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