I am wondering what's the most efficient way (i.e. the method which involves the fewest arguments) to price a bond at a specified date, e.g. a future date (as instance, 6 months from now) in QuantLib.
Let the object of class
Bond is then priced using
InstrumentSetPricingEngine() with a non-flat object of
YieldTermStructure class (like a zero yield curve): does this take into account the whole shape of the yield term structure, considering the bond is not priced today but at a "new" tenor due to the fact that in this simulation six months have passed?
What if the
Bond object is of
FloatingRateBond class, thus having an
IborIndex made up by an additional object of class
Does this take into consideration the "new" tenor due to the fact that in this simulation six months have passed?