Re: [Quantlib-users] Corporate Bonds Library

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

Hello Michael,
    you're in the right place, but the docs (at
https://www.quantlib.org/docs.shtml) are somewhat sparse so I'm not sure
that I can point you to a specific example of the bond calculations
you want.  You might try starting from the code in our test suite (
https://github.com/lballabio/QuantLib/blob/QuantLib-v1.30/test-suite/bonds.cpp)
and come back here for clarifications.

Hope this helps,
    Luigi


On Tue, Jun 27, 2023 at 9:06 PM Michael (DataDriven portal) <
mi...@da...> wrote:

> Hi All,
>>
>> I am looking for a Python library to calculate yield to maturity,
>> duration, convexity and other measures for corporate and treasury bonds for
>> different conventions (e.g. frequency, accrual, etc).
>>
>> Could you please help?
>>
>> Thanks,
>>
>> Michael
>>
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