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From: Luigi B. <lui...@gm...> - 2018-02-21 17:01:29
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They are the ones with coupons lasting a given number of weeks, right? What are the conventions exactly? Luigi On Mon, Feb 19, 2018 at 1:27 AM quantlib.user <qua...@gm...> wrote: > Hi; I am a relatively new user of QuantLib. I wanted to check if QuantLib > supports cashflow rollout and day count convention of bonds (Mbonos / UDI > Bonos) and swap (TIIE, UDI/Libor swaps ) for mexico market, Any pointers / > help in this direction would be much appreciated, Kind Regards; Richard > ------------------------------ > Sent from the quantlib-users mailing list archive > <http://quantlib.10058.n7.nabble.com/quantlib-users-f3.html> at > Nabble.com. > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |