Re: Question about a formula of calculation of Yield of Bond in Quantlib

Posted by giambologna on Apr 05, 2017; 10:07am
URL: http://quantlib.414.s1.nabble.com/Question-about-a-formula-of-calculation-of-Yield-of-Bond-in-Quantlib-tp18170p18171.html

In the most general cases there isn't an explicit formula. Through a solver, you look for the rate r such that the sum of discounted cashflows (discount factors being function of r) is equal to the dirty price of the bond.

GB