Bonds - Example of bond pricing

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Luigi Ballabio .

QuantLib                                         22 October 2008                                        Bonds(1)

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.

       Bonds - Example of bond pricing

       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.

Bonds