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From: Nathan A. <nka...@gm...> - 2010-03-03 19:57:51
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Thank you for the replies. While we discuss which is more sensible, a simple solution for Nathan might be to wrap the bond, i.e., write a simple instrument that takes a Bond instance and whose NPV is calculated from the bond as the amount purchased * clean price / 100.) That was my original idea. I am going to start working on it right now. Is that something that would be included in QuantLib? |