Bonds - Example of bond pricing
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.
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 http://quantlib.org.
The QuantLib Group (see Contributors.txt).
This manual page was added by Luigi Ballabio .