I am pretty new to Quant field and QuantLib and have been having the following problem when trying to model a very simple fixed rate bond using Python.
It looks like the library does not use the discounting curve provided to the DiscountingEngine if I am using the dirtyPrice() method to calculate the IRR. It does affect the NPV() method.
Is this understanding correct? It seems like I can pass any value to the discounting curve and the dirtyPrice() method only uses the parameters passed to the FixedRateBond instrument and the parameters passed in the dirtyPrice() method it self.