[Quantlib-dev] [ quantlib-Patches-2725832 ] add zspread in bond

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Patches item #2725832, was opened at 2009-04-02 00:45
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nathan Abbott (ultrium)
>Assigned to: Luigi Ballabio (lballabio)
Summary: add zspread in bond

Initial Comment:
We have a need to get the zspread of a bond when give a clean price. I made it work just like the yield method when a clean price is given.

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Comment By: Luigi Ballabio (lballabio)
Date: 2009-04-03 15:32

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


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