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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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