I'm trying to price a fixed rate bond in Quantlib but the result comes out wrong.
I'm trying to price 1Y fixed rate bond:
issue_date= 06-03-2008 maturity_date = 06-03-2009 settlement_days=0 payment_frequency=semi-annual day_count = ACT/ACT coupon=0.02 yield=0.02 face_value=100 compounding=simple business_day_convention=Following
I expect 100, however QL returns 99.99989509825711.
Both Bloomberg and Excel return 100, as does my manual calculation. Thanks!