On Tue, Apr 8, 2008 at 1:14 PM, Simon Ibbotson
<
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 agree with your proposal
ciao -- Nando
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