债券标的为170005，我的python代码如下：
1 import QuantLib as ql
2
3 faceAmount = 100.0
4 redemption = 100.0
5 issueDate = ql.Date(20, 2, 2017)
6 maturity = ql.Date(20, 2, 2047)
7 couponRate = 0.0377
8 coupons = [couponRate]
9 ytm = 0.04245
10 calendar = ql.China(ql.China.IB)
11 frequency = ql.Semiannual
12 compounce = ql.Compounded
13 dayCounter = ql.ActualActual(ql.ActualActual.ISMA)
14
15 accuracy=1.0e-8
16 maxNum = 500
17 today = calendar.adjust(ql.Date(14, 9, 2018))
18 ql.Settings.evaluationDate = today
19 settlementDays = 0
20 settlementDate = calendar.advance(
21 today,
22 ql.Period(settlementDays, ql.Days))
23
24 discountingTermStructure = ql.RelinkableYieldTermStructureHandle()
25 flatTermStructure = ql.FlatForward(settlementDate,
26 ytm,
27 dayCounter,
28 compounce,
29 frequency)
30
31 discountingTermStructure.linkTo(flatTermStructure)
32 bondEngin = ql.DiscountingBondEngine(discountingTermStructure)
33
34 schedule = ql.Schedule(issueDate,
35 maturity,
36 ql.Period(frequency),
37 ql.China(ql.China.IB),
38 ql.Following,
39 ql.Following,
40 ql.DateGeneration.Backward,
41 False)
42 fixedRateBond = ql.FixedRateBond(settlementDays,
43 faceAmount,
44 schedule,
45 coupons,
46 dayCounter,
47 ql.Following,
48 redemption,
49 issueDate)
50 fixedRateBond.setPricingEngine(bondEngin)
51
52 print(fixedRateBond.cleanPrice())
53 print(fixedRateBond.cleanPrice(0.04245,dayCounter,compounce,frequency,ql.Date(14,9,2018)))
54 print(fixedRateBond.dirtyPrice(0.04245,dayCounter,compounce,frequency))
55 print(fixedRateBond.bondYield(95,dayCounter,compounce,frequency,ql.Date(14,9,2018),accuracy,maxNum))
56 print(flatTermStructure.zeroRate(ql.Date(14,9,2018),dayCounter,compounce, frequency).rate())输出结果为：
92.25734945596061
92.19752850225078
92.45364263268556
0.04068211793899536
0.0424500000008563
1、两种pricevalue的计算结果不一样，是我理解错了嘛？
2、NPV和cleanprice的区别是啥？
