Provided by: quantlib-examples_1.4-2_amd64
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 .