On Tue, 2010-05-04 at 15:04 +0000, Leandro Franco wrote:
> Does anyone have any recommendation for calculating with Quantlib some
> analytics like YTM, Duration and Mod Durations from a given set of
> cashflows (not necessary a bond)?
Look at the Cashflows class (in <qk/cashflows/cashflows.hpp>.)
Luigi
--
Green's Law of Debate:
Anything is possible if you don't know what you're talking about.
------------------------------------------------------------------------------
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
