Re: Market Yield in Risky Bonds

Posted by Daniel Garcia on Mar 25, 2016; 5:33pm
URL: http://quantlib.414.s1.nabble.com/Market-Yield-in-Risky-Bonds-tp17361p17363.html

Dear,

I've just found this re-implementation of the market yield method:

 Rate yield(Real cleanPrice,

                   const DayCounter& dc,

                   Compounding comp,

                   Frequency freq,

                   Date settlementDate = Date(),

                   Real accuracy = 1.0e-8,

                   Size maxEvaluations = 100) const;

Thank you very much 

2016-03-25 19:05 GMT+01:00 Daniel Garcia <[hidden email]>:

Alternatively Iwould like to find something similar to this within quantlib

http://quantlib.org/quantlibxl/func_bonds.html#qlBondYieldFromCleanPrice

Many thanks

2016-03-25 18:51 GMT+01:00 Daniel Garcia <[hidden email]>:

Dear,

I'm using the class for risky bonds:

...\QuantLib-1.7.1\ql\experimental\credit\riskybond.cpp

But I don't know how could I get the Yield for one of these bonds. 

Many thanks in advance

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