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 (Real faceAmount, 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 >()) | |
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 >()) |
Constructor & Destructor Documentation
ZeroCouponBond | ( | const Date & | issueDate, | |
const Date & | maturityDate, | |||
Integer | settlementDays, | |||
const DayCounter & | dayCounter, | |||
const Calendar & | calendar, | |||
BusinessDayConvention | paymentConvention = Following , |
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Real | redemption = 100.0 , |
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const Handle< YieldTermStructure > & | discountCurve = Handle< YieldTermStructure >() | |||
) |
- Deprecated:
- use constructor with face amount instead