Posted by
Simon Ibbotson-2 on
Oct 18, 2010; 3:36pm
URL: http://quantlib.414.s1.nabble.com/Calculating-yield-to-maturity-incorrect-answer-why-tp8325p8328.html
1 year before maturity... so in this case, 15 June 2010
-----Original Message-----
From: johnacandy [mailto:
[hidden email]]
Sent: 18 October 2010 16:33
To:
[hidden email]
Subject: Re: [Quantlib-users] Calculating yield to maturity , incorrect
answer ? why ?
i am currently trying to set
Settings::instance().evaluationDate() = ??
which date should i insert ? 15,June,2010 or 15,June,2011
as I have set the duration to 1 year.. ??
Simon Ibbotson-2 wrote:
>
> 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:
[hidden email]]
> 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:
[hidden email]
>> To:
[hidden email]
>>
>> Attaching the code would be useful...
>>
>> -----Original Message-----
>> From: johnacandy [mailto:
[hidden email]]
>> Sent: 18 October 2010 15:42
>> To:
[hidden email]
>> 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:
>>
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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.
>>
>>
>>
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View this message in context:
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Sent from the quantlib-users mailing list archive at Nabble.com.
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Download new Adobe(R) Flash(R) Builder(TM) 4
The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly
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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_______________________________________________
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