Posted by
Enrico Gargiulo on
URL: http://quantlib.414.s1.nabble.com/Issue-Amount-tp803p805.html
-----Original Message-----
From: FORNAROLA CHIARA [mailto:
[hidden email]]
Sent: giovedì 3 maggio 2007 16.14
To: Enrico Gargiulo
Cc:
[hidden email]
Subject: RE: [Quantlib-users] Issue Amount
Ok Enrico,
I understand we're talking of different releases.
Which is the release you're currently using?
I've just checked the lastest available on quantlib.org, if you're using it,
it's correct that you see: fixedcouponbond.cpp instead of fixedratebond.cpp
(this is a new version of fixedcouponbond.cpp that hasn't been released
yet).
So talking of fixedcouponbond.cpp, if I remember correctly, you don't have
to pass a schedule but in the case of BTPS 3 06/01/07 you should pass the
following:
FaceAmount: 100
issueDate: Tue, 01-Jun-2004
datedDate: Tue, 01-Jun-2004 (this is important is the first accrual date)
maturityDate: Fri, 01-Jun-2007
settlementDays: 3
coupons: 3%
couponFrequency: SemiAnnual
calendar: TARGET
dayCounter: Actual/Actual (ISMA)
accrualConvention: Unadjusted
paymentConvention: Following
redemption: 100
discountCurve: handle to the yield curve you're using to valuate the bond
stub: #N/A
backward generation: TRUE
The parameters above will give you the bond object you want to
construct.....
Hope this will help.
Chiara
I tried with your parameters, but with no discountCurve and it seems ok!
Thanks a lot.
Bye
Enrico
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