[Quantlib-users] Fixed rate bond

[Dagur G. <da...@ko...>]

hello,

Is there a simple way to simulate a bond(fixed rate) that pays a single
coupon on the maturity day as well as the principal, in QuantLib.  I have
tried to create a Fixed rate bond that has the FirstCouponDate =
MaturityDate = FirstInstallmentDate but then I get the error *std::exception:
first date (March 10th, 2015) out of effective-termination date range
[March 10th, 2003, March 10th, 2015)*...

regards
D.G.