Would it possible to use quantlib finance library to calculate folowing measures?

Question

I am working on a project which addresses finances and I am curious if I could use qunatlib for it. I have already looked it a documentation about it but since I am definitely not an expert in finances, could not conclude if the quantlib suits well for the measures I have.

For example, I am calculating coupon / dividend payment on top of a bond / stock on a certain day. Lets have a look at the coupon example. On the specified day a client has 10 Bonds (each has face amount of 100 USD and coupon rate of 7%), by the simple multiplication I calculate that the client gets 70 USD on that day.

As well as I am calculating book and market value of assets along with total and relative price return measures also on top of asset. I am curious of any of those would be possible to calculate by using qunatlib. I see that it is generally widely used and offers a hand full of features and the further motivation for this is the fact that I would not like to reinvent the wheel if there is a library which can do it for me.

If anyone could tell me if it is possible to calculate any of those measures using qunatlib and ideally provide a sample of the measurement it would be great. I'll appreciate any help.

Thx in advance

Answer 1

Is this sufficient for you? Creating a fixed-bond and it's clean price, dirty price and YTM.

const Date t0 = Date(8, July, 2015);    // July 8th, 2015
const Date t1 = Date(10, August, 2015); // August 10th, 2015
const Date t2 = t0 + Period(2, Months); // September 8th, 2015
const Date t3 = t0 + Period(3, Months); // October 8th, 2015

// Make sure we're evaluating at t0
Settings::instance().evaluationDate() = t0;

Schedule sch(t0,
             t3,
             Period(Monthly),
             UnitedStates(),
             Unadjusted,
             Unadjusted,
             DateGeneration::Backward,
             false);

const auto dc = Actual360();

FixedRateBond bond(0, 1000, sch, std::vector<Rate> { 0.07, 0.07, 0.07 }, dc);

// We have four payments (three coupons + one nominal)
std::cout << bond.cashflows().size() << std::endl;

// Coupon for the first payment date
std::cout << bond.cashflows()[0]->amount() << std::endl;

// Coupon for the second payment date
std::cout << bond.cashflows()[1]->amount() << std::endl;

// Coupon for the final payment date
std::cout << bond.cashflows()[2]->amount() << std::endl;

// Nominal at the end of the bond
std::cout << bond.cashflows()[3]->amount() << std::endl;

Handle<YieldTermStructure> zero(flatRate(t0, 0.05, Actual360()));

boost::shared_ptr<PricingEngine> engine = boost::shared_ptr<PricingEngine>(
                                            new DiscountingBondEngine(Handle<YieldTermStructure>(zero)));
bond.setPricingEngine(engine);

std::cout << bond.dirtyPrice() << std::endl;
std::cout << bond.cleanPrice() << std::endl;
std::cout << bond.yield(dc, Simple, Monthly) << std::endl;