Re: [Quantlib-dev] Bond NPV vs dirty-price

[Luigi B. <lui...@gm...>]

On Tue, 2008-04-08 at 11:14 +0000, Simon Ibbotson wrote:
> Currently the NPV for a bond (as returned from the
> DiscountingBondEngine) is actually the dirty price, paid on the
> settlement date. This seems to be a bug.
> 
> If the pricing engine returned both values (NPV and dirty-price) to
> the bond class, where the NPV includes coupon payments after today but
> before the settlement date, would anyone object?

I wouldn't.  Object, I mean :)

Luigi


-- 

Glendower: I can call spirits from the vasty deep. 
Hotspur: Why, so can I, or so can any man; 
But will they come when you do call for them? 
-- King Henry the Fourth Part I, Act III, Scene I