Fixed rate bond

Posted by Dagur Gunnarsson-2 on
URL: http://quantlib.414.s1.nabble.com/Fixed-rate-bond-tp8450.html

hello,

Is there a simple way to simulate a bond(fixed rate) that pays a single coupon on the maturity day as well as the principal, in QuantLib.  I have tried to create a Fixed rate bond that has the FirstCouponDate = MaturityDate = FirstInstallmentDate but then I get the error std::exception: first date (March 10th, 2015) out of effective-termination date range [March 10th, 2003, March 10th, 2015)...

regards
D.G.

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