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 (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 >()) |