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On 06/21/2005 07:22:38 PM, Chuck Hinman wrote:
> How does one use QuantLib to value a bond portfolio? I am trying to
> use the FloatingRateBond class but I don't understand what
> YieldTermStructure to give it. I had thought to use
> PieceWiseFlatForward but I don't see a bond rate helper to construct
> a fixed rate bond instruments. What do other people use to construct
> their bond price curves? Or must I write a bond rate helper class?
A bond rate helper would be the way to go. You can look at
SwapRateHelper to see how it can be implemented.
Later,
Luigi
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Everything that can be invented has been invented.
-- Charles Duell, Director of U.S. Patent Office, 1899
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