Man page - bonds(1)

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Package:  quantlib-examples
apt-get install quantlib-examples

Manual

Bonds

NAME
SYNOPSIS
DESCRIPTION
SEE ALSO
AUTHORS

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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 .

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