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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)