From: John M. <jwm...@ya...> - 2007-11-16 15:18:43
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Looks like a big portion of my issue came from a lack of understanding about the use of dirty price. I was using dirtyPrice to compute what I thought was the evolution of the bond price over time using a fixed yield curve. If I use NPV(), then I get the answer I was expecting for the final value. Thanks Allen, Toy, and Chiara for clearing up my problems. |