Re: [Quantlib-dev] cashflow question for the fixed coupon bond

[Luigi B. <lui...@gm...>]

On 08/25/2005 01:00:13 AM, Vladimir Goldenberg wrote:
> I created a fixed coupon bond as follows:
>=20
> . . .
>=20
> it brings back following cashflows:
>=20
>  Show cashflow:
> 12 15th, 2005: 2.696918
> 6 15th, 2006: 3.926712
> 12 15th, 2006: 3.948288
> 6 15th, 2007: 3.926712
> 12 17th, 2007: 3.991438
> 6 16th, 2008: 3.926712
> 12 15th, 2008: 3.926712
> 6 15th, 2009: 3.926712
> 12 15th, 2009: 3.948288
> 6 15th, 2010: 3.926712
>=20
> Horever, it was my understanding that for fixed coupon bond I should
> have nine cashflows of 3.9375 (based on coupon 7.875 / 2) plus one
> last cashflow of 103.9375 (face 100 + last half of coupon). Instead I
> got cashflows as above.

Vlad,
	the missing 100 are returned by the redemption() method.
Given that---for a number of reasons---the last coupon and the =20
redemption will continue to be stored internally as separate objects, =20
do you (and the others reading this) think that they should be returned =20
together by the cashflows() method? It can be done, but it might take a =20
bit of work.

Later,
	Luigi

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