|
From: Ferdinando A. <qf...@am...> - 2009-09-15 13:14:10
|
On Tue, Sep 15, 2009 at 1:42 PM, Piter Dias <pit...@pi...> wrote: > May you help me? Basically you won't be able to coerce between Rate and InterestRate, because InterestRate also takes into account DayCount, Compounding, and Frequency. While Simple and Annual might be sensible default values for Compounding and Frequency, a default value for DayCount is implausible. btw I'm going to commit a fix removing the unused dayCounter parameter in the FixedRateCoupon InterestRate-based constructor, which should make my point above more evident. Anyway you're not lost. I've just read the other thread where you write about the problem you're having with Brazilian bonds. Could you provide an example: ISIN and expected cash flow schedule? I'm pretty sure you can have the correct bond in Excel using the FixedLeg constructor and then the generic Bond constructor. ciao -- Nando |