New answers tagged zero-coupon
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Accepted
QuantLib: Pricing BRL zero coupon swap using relevant attributes in Quantlib
"The short answer is that the frequency of the floating payments is determined by the Schedule of an IborIndex (or ...
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Construct a zero coupon bond
To determine the price of a 10-year zero-coupon bond using only cash flow streams and given the prices of two other bonds, you can set up an equation based on the present value of cash flows.
Let's ...
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Construct a zero coupon bond
Your reasoning is correct: starting with your observation that $3.5 × 89- 1.5 × 97= 166$, you simply have to solve $3.5x - 1.5 x = 166$, and you will obtain $x=83$.
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2
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Accepted
QuantLib: How to price or construct a zero coupon swap using Quantlib
I am running QuantLib version 1.30 and it works for me. Here is the code I compiled to investigate as unfortunately yours did not work for me
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