Re: [Quantlib-users] Fixed rate bond

[StephenWong <ste...@gm...>]

Dagur Gunnarsson-2 wrote:
> 
> 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.
> 
> 

Looks like you can do this with a combination of a fixed rate bond with
regular coupon (at least once a year), then subtract that with a series of
fixed rate bonds with the same coupon but shorter duration + a series of
zero coupon bonds with the same maturities as the series of fixed rate bonds
except the original bond. The combination would be what you want.

  
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