Re: [Quantlib-dev] I need some tips about Coercion

[Piter D. <pit...@pi...>]

Nando,

> and Frequency. While Simple and Annual might be sensible default
> values for Compounding and Frequency, a default value for DayCount is
> implausible.

You are right. My problem was not just understand but make it get DayCount
from somewhere but it seems this technic should be used when we are sure
about defaults (for most of markets Compounding = Simple and Frequency =
Annual solves the problem), right?

Find below some samples I got from Central Bank page. Sadly the technical
documents are all in Portuguese but you would be able to check them using
Bloomberg (BNTNF code).

Selic	Maturity	Referece Date	Issue Date	Term	Coupon Rate	ISIN
950199	01/01/2010	02/02/2005	02/02/2005	1794	10.000000	BRSTNCNTF055
950199	01/07/2010	09/02/2007	09/02/2007	1238	10.000000	BRSTNCNTF0H7
950199	01/01/2011	06/07/2007	06/07/2007	1275	10.000000	BRSTNCNTF0I5
950199	01/01/2012	01/06/2005	01/06/2005	2405	10.000000	BRSTNCNTF063
950199	01/01/2013	06/07/2007	06/07/2007	2006	10.000000	BRSTNCNTF0J3
950199	01/01/2014	05/05/2006	05/05/2006	2798	10.000000	BRSTNCNTF071
950199	01/01/2017	05/01/2007	05/01/2007	3649	10.000000	BRSTNCNTF0G9


Let's do this way. As soon as I come home I send some samples using
regular Excel functions and how I did it using QuantLibXL (I created a
qlnewFixedRateBond function). The QuantLib samples (using Bonds, not
FixedRateBond) are already available in the current testsuite version.

I am pretty that sharing the current code and spreadsheet I have would
help everyone.

Regards,

-------------------------

Piter Dias
pit...@pi...