Bonds sample

Posted by Florent Grenier on
URL: http://quantlib.414.s1.nabble.com/Bonds-sample-tp12365.html

Hi all,

I rewrote the bond sample I sent a few weeks ago in order to include a treasury curve built on some fixed bonds. The shape & value of the curves look fine. There's only a small adjustment I'll add a little bit later, which consists in adding a corporate curve to price the floating bond.

Do not hesitate to give me the suggestions you may have to improve that sample. I don't promiss I'll be able to do the changes quickly, but I can tell that I'll look at them one day or another :)

Thanks,
Florent

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