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

Posted by Luigi Ballabio on Apr 05, 2017; 11:22am
URL: http://quantlib.414.s1.nabble.com/Question-about-a-formula-of-calculation-of-Yield-of-Bond-in-Quantlib-tp18170p18173.html

Ok, but what is the problem you're having?

Luigi

P.S. Please keep the mailing list in cc

On Wed, Apr 5, 2017 at 12:51 PM Xu Tao <[hidden email]> wrote:

The parts of codes Bond::Yield (BondsFunctions)-> CashFlows::Yield , in these functions, the formula to calculate the result of yield.

2017-04-05 12:30 GMT+02:00 Luigi Ballabio <[hidden email]>:

Which part of the code are you referring to, exactly? And what is the problem?

Later,

    Luigi

On Wed, Apr 5, 2017 at 11:59 AM Xu Tao <[hidden email]> wrote:

Hello, everyone,

Recently, I have found a problem which confuses me, it's about the formula of Yield of Bond,

I don't understand how the Quantlib calculate this Yield of Bond, is there anyone can give some help to give me a complete formula of this Yield, Thanks very much.

Have a nice day.

Best Regards.

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