Interest rate model.

[zheng wang-4]

Hi all,

I am interested in forecasting the price of  treasury bonds and notes using some intereste rate model and wonder if quantlib provides routines to handle this type of valuation.

Any suggestions would be appreciated.

Thanks.

Zheng

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[Luigi Ballabio]

On 04/25/2006 07:40:16 PM, zheng wang wrote:
> Hi all,
>   I am interested in forecasting the price of  treasury bonds and
> notes using some intereste rate model and wonder if quantlib provides
> routines to handle this type of valuation.

Zheng,
        it depends. What kind of model do you have in mind?

Later,
        Luigi


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Glendower: I can call spirits from the vasty deep.
Hotspur: Why, so can I, or so can any man;
            But will they come when you do call for them?
-- King Henry the Fourth Part I, Act III, Scene I