Re: [Quantlib-dev] Yield to Maturity and Duration example.

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

On Wed, 2010-09-15 at 18:26 -0700, mdp788 wrote:
> I am new to Quantlib, and using the Java binding. I am interested in YTM,
> and duration calculation of Fixed as well floating rate coupon bond.
> Unfortunately I can't find any examples or docs on how to do so. Could you
> please point me to where I can find some example, or some other reference
> documents on how to do what I stated earlier.

Unfortunately, I have no example ready; however, once you have
instantiated your bond, you can extract its cashflows (by calling
bond.cashflows()) and pass them to the yield(...) and duration(...)
static methods of the CashFlows class.

Luigi


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