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Results tagged with caplet
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user 68373
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QuantLib Python: How to print each caplet/floorlet value, intrinsic value and time value at ...
aren't correct as they don't take the tenor (here, I'm only entitled to 6 months of the notional but the cashflows assume 1 year) into account, so I want to get the NPV, intrinsic and time value from each caplet … )
capfloor.setPricingEngine(engine)
print("Price:", "${:,.2f}".format(capfloor.NPV()))
#print table of cashflows to check against benchmark
# Compute the cashflows and discounted cashflows for each caplet …
