Hi All,
In my case, I already have discount curve to price bond.
Don't build discount curve.
From Tech Doc about RQuantlib, in pricing bond function,
FixedRateBond(bond,coupon.rate,schedule,calc,discountCurve=curves)
I need a a object of DiscountCurve class, DiscountCurve, as input parameter.
On 14 January 2015 at 11:46, Chien, Josh-CH wrote:
| Hi All,
|
| In my case, I already have discount curve to price bond.
|
| Don?t build discount curve.
|
| From Tech Doc about RQuantlib, in pricing bond function, FixedRateBond
| (bond,coupon.rate,schedule,calc,discountCurve=curves)
|
| I
