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Bonds(1) | General Commands Manual | Bonds(1) |
NAME¶
Bonds - Example of bond pricingSYNOPSIS¶
BondsDESCRIPTION¶
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), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.AUTHORS¶
The QuantLib Group (see Contributors.txt).This manual page was added by Luigi Ballabio .
22 October 2008 | QuantLib |