ZeroCouponBond Class Reference
[Financial instruments]

#include <ql/instruments/zerocouponbond.hpp>

Inheritance diagram for ZeroCouponBond:

Inheritance graph
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List of all members.

Detailed Description

zero-coupon bond

Tests:
calculations are tested by checking results against cached values.


Public Member Functions

 ZeroCouponBond (Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >())