The source code for Margarble's formula in QuantLib is here. The implementation requires a forward price be computed: ...
RQuantLib: any difference between FixedRateBond() and FixedRateBondPriceByYield() with flat term structure?
Please, consider the following functions from RQuantLib package: FixedRateBond() ...
I am taking liberty to ask the following question in quantLib forum though this question is about RQuantLib I am trying to use RQuantLib to calculate clean price of a fixed coupon bond using a ...
I am receiving the following error: ...