Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/How-to-calculate-bond-yield-tp786p787.html
On Thu, 2007-04-19 at 15:28 +0200, Enrico Gargiulo wrote:
> I'm a beginner in using Quantlib.
> I need to calculate yields on some type of bonds, for example: bot,
> btp, ecc.
>
> Now I've a first problem creating an object simulating a bot
> (ZeroCouponBond), I don't know what type of discount curve to use.
Enrico,
the discount curve is only used if you want to calculate a theoretical
price based on such curve. For price/yield calculations, you don't need
to provide one---the yield will be used for discounting instead.
Later,
Luigi
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