Re: [Quantlib-users] FixedRateBond (BulletLoan)

[Dagur G. <da...@ko...>]

Thank you for your reply,

I still get an error due to the increasing notionals

terminate called after throwing an instance of 'QuantLib::Error'
  what():  increasing coupon notionals
Aborted (core dumped)

I use the  bond = new Bond(0, calendar_, interestFromDate_, coupons);
Where coupons is QuantLib::Leg coupons; and the coupons added as in the
pseudo-code example.

regards
Dagur G

On Thu, Apr 27, 2023 at 3:42 PM Luigi Ballabio <lui...@gm...>
wrote:

> For a fixed-rate bullet bond, I'd try building the coupons manually, as in
> (pseudo-code, not tested, take with a grain of salt):
>
>     Leg coupons;
>     coupons.push_back(ext::make_shared<FixedRateCoupon>(date[0], 100,
> ...));
>     for (each other coupon) {
>         const auto& last = coupons.back();
>         coupons.push_back(ext::make_shared<FixedRateCoupon>(date[1],
> last->nominal() + last->amount(), ...)
>     }
>
> once you have all of them, you can pass them to the proper Bond
> constructor:
>
>     auto bond = ext::make_shared<Bond>(settlementDays, calendar,
> issueDate, coupons);
>
> Due to the increasing notionals, the constructor will add negative
> payments at each coupon date that represent adding amount to the notional
> and will cancel out the coupon payments.
>
> Let me know if this works for you.
>
> Luigi
>
>
>
> On Mon, Apr 17, 2023 at 5:20 PM Dagur Gunnarsson <da...@ko...> wrote:
>
>> Hello,
>>
>> Is there any way to define a BulletLoan, Bond in QuantLib such that the
>> coupon payments add to the notional each period?
>>
>> First the notional is 100.0
>> then 103.5 .etc. until maturity.
>>
>> -Dagur
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>