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From: SourceForge.net <no...@so...> - 2010-03-16 15:54:46
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Bugs item #2971351, was opened at 2010-03-16 15:54 Message generated for change (Tracker Item Submitted) made by nobody You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2971351&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Resolution: None Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: YTM calculation Initial Comment: I'am trying to use QuantlibXL to calculate the YTM of a fixed income bond (Bloomberg ISIN IT0004299795). Anyway, even if the frequency tenor is 3 months, when using the function qlBondFlowAnalysis() in order to produce the cash flows plan, the first cash flow is calculated after 6 months. Obviously the so obtained YTM is wrong ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2971351&group_id=12740 |