ZeroCouponBond Class Reference
[Financial instruments]

#include <ql/Instruments/zerocouponbond.hpp>

Inheritance diagram for ZeroCouponBond:

Inheritance graph
[legend]
List of all members.

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,
Real  redemption = 100.0,
const Handle< YieldTermStructure > &  discountCurve = HandleYieldTermStructure >() 
)

Deprecated:
use constructor with face amount instead