WebApr 28, 2014 · For some bonds I work with the last coupon date is not equal to bond's maturity date. E.g. the last coupon date is April 25th, 2024 and maturity date is April 25th, 2024. I looked at Schedule class and MakeSchedule() and I don't see a clear way to reflect this. I feel it can't be that hard, though. Would appreciate if someone gives me a hint ... WebOct 10, 2014 · Just one more layer of 'making sure it is a valid date'. With QuantLib you always have Boost around anyway. – Dirk Eddelbuettel. Oct 10, 2014 at 14:30 @DirkEddelbuettel, ... matches constructor but returns Year is out of valid range: 1400..10000. – Lisa Ann. Oct 10, 2014 at 14:41.
issue in latest commit for check dates out of range of schedule · …
WebApr 4, 2015 · QuantLib is an open-source framework for quantitative finance written in C++. There is an active community who develop and extend the library. QuantLib covers a wide range of financial instruments and markets like IR, FX and Equities and provide pricing engines and models, optimization algorithm, a Monte-Carlo framework, business day … Webconstructor that takes any list of dates, and optionally meta information that can be used by client classes. Note that neither the list of dates nor the meta information is checked for plausibility in any sense. Definition at … how many season of nicky ricky dicky dawn
question on QuantLib schedule to get bond coupon payment dates - python
WebJun 9, 2024 · This gives you the distance between dates as a fraction of a year. The number of calendar days between the dates would be ql.Date(7, 7, 2024) - ql.Date(6, 6, 2024), and the number of days according to the 30/360 convention would be ql.Thirty360().dayCount(ql.Date(6, 6, 2024), ql.Date(7, 7, 2024)). – Luigi Ballabio WebOct 20, 2024 · 1. Your bond pays fixed 9.25% a year, twice a year. For most fixed-coupon bonds, the coupon is not "daycounted" - it should be exactly annual coupon / frequency = 4.625% (there are very few exceptions, like Mexican mbonos). The daycount is used if you need to calculate the accrued in the middle of the coupon period, e.g. to get a dirty price. WebMay 2, 2024 · The text was updated successfully, but these errors were encountered: how did canada become a bilingual country