Rework bond example - Githubissues

lballabio / QuantLib

The QuantLib C++ library

http://quantlib.org

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Rework bond example #2005

Closed lballabio closed 3 days ago

lballabio commented 3 days ago

Don't use deposits to build a bond curve
Avoid adding an artificial forward start to swaps
Consistent calendars and indexes

coveralls commented 3 days ago

coverage: 72.611% (-0.001%) from 72.612% when pulling fabef3bc95ba6da63c2b4f209c6d7c019a9b670c on bond-example into 03e7294472815ae0e1c9837586da2b87217553a9 on master.