Re: [Quantlib-users] Fixed rate bond

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

Luigi Ballabio wrote:
> 
> On Mon, Jan 9, 2012 at 11:59 PM, StephenWong <ste...@gm...>
> wrote:
>> Dagur Gunnarsson-2 wrote:
>>> 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
>>
>> 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.
> 
> Or you could just use a fixed rate bond with all coupons except the
> last paying a null rate, or you can create a schedule with null
> frequency.  It depends on how the final payment accrues. Is the rate
> accrued over the whole duration of the bond, or just a subperiod?
> 
> Luigi
> 
> 


A fixed rate bond with all coupons except that last paying nothing? How is
that going to help? You lost me. 
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