[Quantlib-users] Zero coupon bond- unable to reconcile the ytm & flat z-spread

[Sumit S. <su...@mo...>]

Hi,

   Please find attached my QL implementation for a ZCB. I have tried to
reconcile what I get using my discount  curve bootstrapped from a swap
curve vs a simple calculation based on a flat YTM.

   I am getting a ytm of -6.3% - which doesn't look right when I compare
that to a simple calc that I show in the code.

Thanks,
Sumit

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