>I'm looking for a way to convert between price and yield using
>quantlib. I have yet to find code which will help me do this. Is there any?
Not yet, unfortunately. It's on the to-do list (see
http://quantlib.org/status.html under The library core | Financial Tools),
but I don't know when it will be ready.
It would be nice if someone contribute code for price/yield/duration: it
should be one of those code snippets everybody wrote at least a couple of
times .... we're just looking for the first open source implementation ;-)
>If there is no code available in quantlib, is there a different source
>that I could use?
Maybe you could look ad the code for the Gnumeric add-ins
(
http://www.gnome.org/projects/gnumeric/)
ciao -- Nando
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