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Question on BlackCallableFixedRateBondEngine

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Question on BlackCallableFixedRateBondEngine

tarpanelli@libero.it
Hello,

just a quick question about the output of the BlackCallableFixedRateBondEngine:
the corresponding NPV() refers to the whole structure, bond+option ?

Thank you
best regards,
P

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Re: Question on BlackCallableFixedRateBondEngine

Luigi Ballabio
Yes, it does.

Luigi


On Fri, Mar 31, 2017 at 5:33 PM [hidden email] <[hidden email]> wrote:
Hello,

just a quick question about the output of the BlackCallableFixedRateBondEngine:
the corresponding NPV() refers to the whole structure, bond+option ?

Thank you
best regards,
P
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