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