1Bonds(1) General Commands Manual Bonds(1)
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6 Bonds - Example of bond pricing
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9 Bonds
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12 Bonds is an example of using QuantLib.
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14 It shows how to set up a term structure and then price some simple
15 bonds. The last part is dedicated to peripherical computations such as
16 yield-to-price or price-to-yield.
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20 The source code Bonds.cpp, BermudanSwaption(1), CallableBonds(1),
21 CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fit‐
22 tedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1),
23 Replication(1), Repo(1), the QuantLib documentation and website at
24 https://www.quantlib.org.
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28 The QuantLib Group (see Contributors.txt).
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30 This manual page was added by Luigi Ballabio .
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34QuantLib 22 October 2008 Bonds(1)