[Quantlib-dev] Could someone post or e-mail an example of yield calculation of a fixed rate coupon bond?

[maria v. <mar...@ya...>]

I am a very experienced programmer in fortran, but I know very little of objected oriented programming.To help me to get started using QuantLib, could someone post or send to me (mar...@ya...) a simple example of yield calculation of a fixed rate coupon bond? I was told to look at the "test suite" but I am so new to all this, including QuantLib, that this advice did not help me much. I need a complete code such as the "ConvertibleBonds.cpp", which comes in the QuantLib package. That is, a code in which I just have to compile and run. Of course, I would also appreciate receiving other examples of code, but the one mentioned above would already be very helpful. Thanks!
   Maria Vieira