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),  MulticurveBootstrapping(1),  Replication(1),   Repo(1),   the   QuantLib
       documentation and website at https://www.quantlib.org.

AUTHORS

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Luigi Ballabio .