quantlib-swig

Using QuantLib to compute cash flows for FloatingRateBond with Floor

女生的网名这么多〃 提交于 2019-12-04 14:57:55
Very new to QuantLib so guessing this is a rookie mistake. Enjoyed getting to know this powerful library so thank you to the authors and contributors! I'm able to generate amounts for cashflows for a FloatingRateBond without a pricer if there isn't a floor argument, so I don't understand why including a floor argument would necessitate a pricer. I would think the addition of the floor would just provide a min for each of the fixing values. Wanted to see if anyone has gotten the FloatingRateBond cashflows to work while using a floor. And, if so, if anyone can spot where I'm going astray. Thanks