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

[Luigi B. <lui...@gm...>]

On Aug 17, 2008, at 3:47 AM, maria vieira wrote:
> 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!

A quick note: if anyone wants to write a bond example, post it here--- 
I'll be happy to include it in next release.

Thanks,
	Luigi

P.S. Maria: in the meantime, you can start looking at the file test- 
suite/bonds.cpp.
It cannot be compiled as it is, but chances are that you can can take  
any of the functions in there, copy it in a separate file, rename it  
as main() and obtain a running program. (You'll probably have to  
remove the BOOST_ERROR function calls, too.)