quantlib.mlab.fixed_income

Copyright (C) 2013, Enthought Inc Copyright (C) 2013, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Functions

bndprice(bond_yield, coupon_rate, ...[, ...])	Calculate price and accrued interest
cfamounts(coupon_rate, pricing_date, ...)	Calculate price and accrued interest