[Quantlib-users] Modelling a coupon-bearing NCD

[Francois B. <ig...@gm...>]

Hi all,

I'm looking for the most appropriate class in QuantLib to model our NCDs.
For example, we have an 18M NCD that pays 5-monthly coupons. The market
quote determines the value of the coupons, so that if the rate is market
quote / rate is 4%, the coupons are 2% each.

I can easily model this with the FixedRateBond class, by putting the market
quote in as the coupon rate, but the coupons are a vector of type Real. I'm
looking for an instrument that accepts the market quote as a Handle<Quote>
so that I can benefit from its features.

Does such a class and its associated RateHelper class exist yet in QuantLib?

And if not, what would be the closest class to use a base when writing the
correct implementation?

thank you
Francois Botha