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From: Ferdinando A. <na...@am...> - 2008-04-09 17:10:31
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On Tue, Apr 8, 2008 at 1:14 PM, Simon Ibbotson <Sim...@st...> 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 agree with your proposal ciao -- Nando |