Posted by
Enrico Gargiulo on
URL: http://quantlib.414.s1.nabble.com/How-to-calculate-bond-yield-tp786p788.html
Enrico,
the discount curve is only used if you want to calculate a
theoretical price based on such curve. For price/yield calculations, you
don't need to provide one---the yield will be used for discounting instead.
Later,
Luigi
----------------------------------------
Green's Law of Debate:
Anything is possible if you don't know what you're talking about.
Luigi,
my problem is that when I create the object without curve I have the
following results:
Real faceAmount = 98.0;
Date issueDate(30, April, 2006);
Date maturityDate(30, April, 2007);
Date deliveryDate(18, April, 2007);
Integer settlementDays = 3;
Calendar calendar = NullCalendar();
DayCounter dayCountConvention = Actual365Fixed();
BusinessDayConvention businessDayConvention = Unadjusted;
Real redemption = 100.0;
Date settlementDate(18, April, 2007);
ZeroCouponBond bot(faceAmount, issueDate, maturityDate,
settlementDays,
dayCountConvention, calendar, businessDayConvention,
redemption);
std::cout << "Underlying bond clean price: " << bot.cleanPrice() <<
std::endl;
The results are:
Underlying bond clean price: no discounting term structure set
Where is the mistake?
Thanks
Enrico
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