Re: [Quantlib-dev] Could someone post or e-mail an example of yield calculation of a fixed rate coupon bond?

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

On Aug 27, 2008, at 7:21 PM, Florent Grenier wrote:
> I send you the corrected code.

Florent,
	I see that you're using a depo-swap curve for forecasting LIBOR  
fixings and for dscounting.  If you have time to do so, and if you  
think that it makes sense, it might be interesting to use a bond curve  
for discounting instead; you can build one with a few  
FixedRateBondHelpers.

Other than that, the example looks ok.  I'll add it to the library  
when you think it's finalized.

Thanks,
	Luigi