From: Amanda S. <ASn...@xc...> - 2001-07-30 17:27:56
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Hi, I'm looking for a way to convert between price and yield using quantlib. I have yet to find code which will help me do this. Is there any? I would like the variables to be yield, price, coupon rate and a period of time in days. If there is no code available in quantlib, is there a different source that I could use? Any help you can give me would be greatly appreciated. Thanks, Amanda Sneider |