ZeroCouponBond Class Reference
[Financial instruments]
#include <ql/Instruments/zerocouponbond.hpp>
Inheritance diagram for ZeroCouponBond:

Detailed Description
zero-coupon bond
- Tests:
- calculations are tested by checking results against cached values.
Public Member Functions | |
ZeroCouponBond (const Date &issueDate, const Date &maturityDate, Integer settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) |