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 .
