Canada House Trust Floater pricing
Bill Qiu
I am using python quantlib, according to one of the Quantlib sample code to evaluate the CHT (Canada Housing Trust) Floaters, and the index I am using is CDOR, and somehow the price I got is always higher than the market, so I post my code below, please help me whether I made something wrong. First, the CDOR forward rates I am using in the code was downloaded
from this site: https://www.chathamfinancial.com/technology/canadian-forward-curves#contact ; And then I build the CDOR forward curve usin