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This issue addects the FixedRateBond only.
QuantLib applies the daycount convention of the fixed rate definition in the calculation of the time lengths of the coupon accrual periods. Effectively the daycount convention found in the accrual schedule of the bond is ignored.
This treatment is at odds with the case of floating rate bonds, where the daycount convention of the floating rate is only used for the rate forecasting and a separate daycount entry is required for the coupon accrual periods.
For the sake of uniform treatment, one would expect a similar daycount convention decoupling also in the case of a fixed rate.

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You may then reproduce the issue in spreadsheet by clicking on Go -> Load Excel Formula from XML or one of its variations and choose the xml file downloaded in the step above.