On Tue, 2008-04-08 at 11:14 +0000, Simon Ibbotson wrote:
> Currently the NPV for a bond (as returned from the
> DiscountingBondEngine) is actually the dirty price, paid on the
> settlement date. This seems to be a bug.
>
> If the pricing engine returned both values (NPV and dirty-price) to
> the bond class, where the NPV includes coupon payments after today but
> before the settlement date, would anyone object?
I wouldn't. Object, I mean :)
Luigi
--
Glendower: I can call spirits from the vasty deep.
Hotspur: Why, so can I, or so can any man;
But will they come when you do call for them?
-- King Henry the Fourth Part I, Act III, Scene I
-------------------------------------------------------------------------
This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
Don't miss this year's exciting event. There's still time to save $100.
Use priority code J8TL2D2.
http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone_______________________________________________
QuantLib-dev mailing list
QuantLib-dev@...
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
