Re: [Quantlib-dev] Bonds sample

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<div>Nicolai,<br /></div><div><br /></div><div>&gt;&gt; what is the reasoning
behind the fact <br />&gt;&gt; that one has to create a schedule (for
coupons) and provide it to the bond <br />&gt;&gt; constructor, instead of
providing the necessary information to the bond <br />&gt;&gt; constructor
and then have it construct the needed schedule? <br /></div><div><br
/></div><div>It is more generic and make easy to implement non regular
cashflows. I could use  it in a securitization product we had in my last job,
for example. </div><div><br /></div>&gt; I don't have access to the code
right now, but if I remember right the <br />&gt; input frequency is used in
order to calculate the actual coupon <br />&gt; payment from the coupon rate,
and it might be different from the <br />&gt; frequency used to calculate the
yield,<br /><br /><div>This is the case for Brazil. We have the NTN-F public
bond quoted at Annual Business/252 but whose coupon generation follows Annual
30/360.<br /><br /></div><div>Regards,<br /><br /><br />
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