xenial (1) Bonds.1.gz

Provided by: quantlib-examples_1.7.1-1_amd64 bug

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 .