qunatlib us treasury true yield

Posted by aexhg on
URL: http://quantlib.414.s1.nabble.com/qunatlib-us-treasury-true-yield-tp8100.html

Hi,
I'm trying to match up the true yield calculation of us treasury (bbg) with quantlib. It seems to me that the cashflows::npv() does not take into account the coupon referencePeriodBegin & referencePeriodEnd, so for us treasuries with bad days, specifying a daycount convention of ISMA, I'll never quite match the quoted bbg yield.  I was just wondering if I'm missing something or if there's a workaround?