[Quantlib-users] Corporate and Mortgage Bonds Library

[Michael (D. portal) <mi...@da...>]

> Hi Luigi
>
> Thanks a lot! We were able to implement corporate bond functionality
> using QuantlIb. All the analytics we needed worked fine.
>
> By the way, we are also looking for a library for mortgage bonds that e.g.
> calculates yields for different prepayment vectors. Would you know what
> would be the best source of a mortgage library?
>
> Thanks,
>
> Michael
>
> On Tue, Jul 4, 2023 at 11:06 AM Luigi Ballabio <lui...@gm...>
> wrote:
>
>> 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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