Bonds(1) General Commands Manual Bonds(1)
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), Fitted-
BondCurve(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 .
QuantLib 22 October 2008 Bonds(1)
