Try setting the evaluation date at a global level... using
Settings::instance().evaluationDate() =
Then let us know what the result is.
________________________________
From: Hayyan Rafiq [mailto:hayyan85@hotmail.com]
Sent: 18 October 2010 15:53
To: Simon Ibbotson
Subject: RE: [Quantlib-users] Calculating yield to maturity , incorrect
answer ? why ?
> Subject: RE: [Quantlib-users] Calculating yield to maturity ,
incorrect answer ? why ?
> Date: Mon, 18 Oct 2010 15:46:35 +0100
> From: Simon.Ibbotson@fsa.gov.uk
> To: hayyan85@hotmail.com
>
> Attaching the code would be useful...
>
> -----Original Message-----
> From: johnacandy [mailto:hayyan85@hotmail.com]
> Sent: 18 October 2010 15:42
> To: quantlib-users@lists.sourceforge.net
> Subject: [Quantlib-users] Calculating yield to maturity , incorrect
> answer ? why ?
>
>
> I was hoping you folks could help me out , as i dont know peoole who
are
> familiar with quantlib ,I checked an example out and i wrote down a
code
> in
> VS2010 C++ and boost + quanlib.
> I have attached the code in a noted pad unfortunately i am not
> getting the required answer , hope you could help me out
>
> Now i have the following requirement :
>
> Current Price = 90
> Par Value = 100
> Coupon Rate = 5 %
> Years to maturity = 1
>
> >From the above data an online calculator calculates the Yield to
> maturity to
> be = 16.667
>
> However the program i wrote gives 1.769. :(
>
> The code i wrote is attached with this email , i dont know where i am
> going
> wrong , could you kindly go through the program and let me know what i
> am
> doing wrong , i need to readjust the above mentioned program to
display
> 16.6... something... Hope you could help me out...
>
> I have used the calculator at
>
http://www.investopedia.com/calculator/AOYTM.aspx> with the values
> 100
> 90
> 5
> 1
> (select Annually)
> and it gives 16.67
> and thats what i want.
> I have emailed you the code i am using on the notepad file... Plz take
> some
> time to go through it. I bet i must have made a very silly mistake...
> Thanks again
> --
> View this message in context:
>
http://old.nabble.com/Calculating-yield-to-maturity-%2C-incorrect-answer> ---why---tp29991145p29991145.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
>
>
------------------------------------------------------------------------
> ------
> Download new Adobe(R) Flash(R) Builder(TM) 4
> The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
> Flex(R) Builder(TM)) enable the development of rich applications that
> run
> across multiple browsers and platforms. Download your free trials
today!
>
http://p.sf.net/sfu/adobe-dev2dev> _______________________________________________
> QuantLib-users mailing list
> QuantLib-users@lists.sourceforge.net
>
https://lists.sourceforge.net/lists/listinfo/quantlib-users>
>
>
> This communication and any attachments contains information which is
confidential and may be subject to legal privilege. It is for intended
recipients only. If you are not the intended recipient you must not
copy, distribute, publish, rely on or otherwise use it without our
consent. Some of our communications may contain confidential information
which it could be a criminal offence for you to disclose or use without
authority. If you have received this email in error please notify
postmaster@fsa.gov.uk immediately and delete the email from your
computer.
>
> The FSA reserves the right to monitor all email communications for
compliance with legal, regulatory and professional standards.
> This email is not intended to nor should it be taken to create any
legal relations or contractual relationships. This email has originated
from
>
> The Financial Services Authority (FSA)
> 25 The North Colonnade,
> Canary Wharf,
> London
> E14 5HS
> United Kingdom
>
> Registered as a Limited Company in England and Wales No.1920623.
> Registered Office as above
>
> Switchboard: 020 7066 1000
> Web Site:
http://www.fsa.gov.uk> *****************************************************************
>
------------------------------------------------------------------------------
Download new Adobe(R) Flash(R) Builder(TM) 4
The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
Flex(R) Builder(TM)) enable the development of rich applications that run
across multiple browsers and platforms. Download your free trials today!
http://p.sf.net/sfu/adobe-dev2dev_______________________________________________
QuantLib-users mailing list
QuantLib-users@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/quantlib-users