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Bonds(1) General Commands Manual Bonds(1) 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), Fit- tedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org. AUTHORS The QuantLib Group (see Contributors.txt). This manual page was added by Luigi Ballabio . QuantLib 22 October 2008 Bonds(1)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS
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