Bonds

The first step is to load the QuantLib package.

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There are several functions available to construct bonds

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Zero Coupon Bonds

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Global`ZeroCouponBond1

BaseClass[ZeroCouponBond1]^=
Calendar[ZeroCouponBond1]^=Target
Category[ZeroCouponBond1]^=Bonds
ClassName[ZeroCouponBond1]^=qlZeroCouponBond
Currency[ZeroCouponBond1]^=USD
Description[ZeroCouponBond1]^=No Description Available
FaceAmount[ZeroCouponBond1]^=100.
Instrument[ZeroCouponBond1]^=True
IssueDate[ZeroCouponBond1]^=39769
Maturity[ZeroCouponBond1]^=43421
ObjectId[ZeroCouponBond1]^=ZeroCouponBond1
Overwrite[ZeroCouponBond1]^=False
PaymentBDC[ZeroCouponBond1]^=Following
Permanent[ZeroCouponBond1]^=False
Properties[ZeroCouponBond1]^=12
Redemption[ZeroCouponBond1]^=100.
SettlementDays[ZeroCouponBond1]^=1
ValueObject[ZeroCouponBond1]^=qlZeroCouponBond

Fixed Rate Bond

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For the creation of a fixed rate bond a payment schedule is required

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Global`FixedRateBond1

BaseClass[FixedRateBond1]^=
Category[FixedRateBond1]^=Bonds
ClassName[FixedRateBond1]^=qlFixedRateBond
Currency[FixedRateBond1]^=USD
DayCounter[FixedRateBond1]^=30/360
Description[FixedRateBond1]^=No Description Available
FaceAmount[FixedRateBond1]^=100.
Instrument[FixedRateBond1]^=True
IssueDate[FixedRateBond1]^=39769
ObjectId[FixedRateBond1]^=FixedRateBond1
Overwrite[FixedRateBond1]^=False
PaymentBDC[FixedRateBond1]^=Following
Permanent[FixedRateBond1]^=False
Properties[FixedRateBond1]^=13
Redemption[FixedRateBond1]^=100.
ScheduleID[FixedRateBond1]^=Schedule1
SettlementDays[FixedRateBond1]^=1
ValueObject[FixedRateBond1]^=qlFixedRateBond

FloatingRateBond

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For the creation of a floating rate bond a payment schedule is required

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CMSBond

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Generic Bond

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