Provided by: quantlib-examples_1.15-1_amd64
Bonds - Example of bond pricing
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.
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.
The QuantLib Group (see Contributors.txt). This manual page was added by Luigi Ballabio .