Bonds man page

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.

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.


The QuantLib Group (see Authors.txt).

This manual page was added by Luigi Ballabio .

Referenced By

BasketLosses(1), BermudanSwaption(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), CVAIRS(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), Gaussian1dModels(1), LatentModel(1), MarketModels(1), MultidimIntegral(1), Replication(1), Repo(1), SwapValuation(1).

Explore man page connections for Bonds(1).

QuantLib 22 October 2008