|
From: Vineet J. <vj...@ea...> - 2020-10-30 10:03:32
|
Hi All, I am trying to calculate Yield for FixedRateBond with certain cashflows. Bonds pay timing is 182 days. I am able to generate the schedule successfully using the tenor = 26 * ql::Weeks; But when I am calculating the Yield using ql::BondFunctions::yield() then frequency what is getting passed is OtherFrequency with value 9999. This has issue in calculating discount factor for NPV. In my case DayCounter is 30/360. So frequency has to be 360/182, is there a way to achieve this? Thanks Vineet |