Posted by
Peter Caspers-4 on
Mar 25, 2016; 5:58pm
URL: http://quantlib.414.s1.nabble.com/Market-Yield-in-Risky-Bonds-tp17361p17364.html
Hi Daniel,
apart form that in the Bond class (i.e. in instruments/bond.hpp) there is
//! yield given a (clean) price and settlement date
/*! The default bond settlement is used if no date is given. */
Rate yield(Real cleanPrice,
const DayCounter& dc,
Compounding comp,
Frequency freq,
Date settlementDate = Date(),
Real accuracy = 1.0e-8,
Size maxEvaluations = 100) const;
which I think is corresponding to the qlxl function you quoted.
Regards
Peter
On 25 March 2016 at 19:31, Daniel Garcia <
[hidden email]> wrote:
> 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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