Pricing a bond using QuantLib/Lua

Here is an example of pricing a bond using QuantLib/Lua on the iPhone

--Simple bond pricing

--http://tgwena.blogspot.com

ql=QuantLib

Date=ql.Date

local sDD=Date(17,5,1998)

local eDD=Date(17,5,2001)

local r=0.04 --interest rate

local c=0.06 --coupon

ql.Settings_instance():setEvaluationDate(sDD)

sched=ql.Schedule(sDD,eDD,ql.Period(2),ql.NullCalendar(),ql.Unadjusted,ql.Unadjusted,0,false)

ufixQ=ql.SimpleQuote(r)

ufixH=ql.QuoteHandle(ufixQ)

curve=ql.FlatForward(0,ql.NullCalendar(),ufixH,ql.SimpleDayCounter())

flatTS=ql.YieldTermStructureHandle(curve)

bondEngine=ql.DiscountingBondEngine(flatTS)

bond=ql.FixedRateBond(0,100,sched,ql.DoubleVector(1,c),ql.SimpleDayCounter(),ql.Unadjusted, 100, sDD)

bond:setPricingEngine(bondEngine)

print(bond:dirtyPrice())