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

[Florent G. <flo...@gm...>]

Hi Luigi,

Yes good idea, I'll do it as soon as I can. Just a small question: do you
already know when the next release will take place? I would like to bring my
modifications to the example before that release.

Thanks,
Florent

2008/8/27 Luigi Ballabio <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
>
>
>