Re: Confronting the upfront

Posted by Ferdinando Ametrano-4 on
URL: http://quantlib.414.s1.nabble.com/Confronting-the-upfront-tp9855p9858.html

On Mon, Apr 20, 2009 at 11:56 PM, kevinwang <[hidden email]> wrote:
> will this new upfront feature for CDS be in prodution soon?

I wonder how to bootstrap including an upfront if depending on the
TermStructure reference date the upfront might not enter the NPV?

;-)

ok, ok, I'm joking... sorry... I just couldn't resist... :-D

ciao -- Nando

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