Bonds(1)

🦋 Bonds ✨

okay bestie, this is the Bonds manual page 🎀 it lives in the General Commands Manual, so it's official but make it fun 💅

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✨ NAME ✨

Bonds - example of bond pricing 💖

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🎀 SYNOPSIS 🎀

Bonds

that's the whole thing, no flags, no fuss 🫶

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💅 DESCRIPTION 💅

okay so 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 all about peripheral computations, like yield-to-price or price-to-yield 🧚 literally the cleanup crew of bond math 💜

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🔗 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 https://www.quantlib.org 🌈

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👑 AUTHORS 👑

the QuantLib Group is the team behind it, see Contributors.txt for the full list 🫶

this manual page was added by Luigi Ballabio . iconic behavior, no notes 💅

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bye bestie 💜 this page is from QuantLib, dated 22 October 2008, and it's Bonds(1) 🌸 go price some bonds, you're ready ✨