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Bonds - Example of bond pricing

Bonds(1) General Commands Manual Bonds(1)

NAME

Bonds - Example of bond pricing

SYNOPSIS

Bonds

DESCRIPTION

Bonds is an example of using QuantLib.
 
It shows how to set up a term structure and then price some simple bonds. The last part is dedicated to peripherical computations such as yield-to-price or price-to-yield.
 

SEE ALSO

The source code Bonds.cpp, BermudanSwaption(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.
 

AUTHORS

The QuantLib Group (see Authors.txt).
 
This manual page was added by Luigi Ballabio .
22 October 2008 QuantLib