Man Linux: Main Page and Category List

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), 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 .