Bonds - Man Page

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), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at


The QuantLib Group (see Contributors.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), GlobalOptimizer(1), LatentModel(1), MarketModels(1), MulticurveBootstrapping(1), MultidimIntegral(1), Replication(1), Repo(1).

22 October 2008 QuantLib