QuantLib_ZeroCouponBond (3) - Linux Manuals

QuantLib_ZeroCouponBond: zero-coupon bond

NAME

QuantLib::ZeroCouponBond - zero-coupon bond

SYNOPSIS

#include <ql/instruments/bonds/zerocouponbond.hpp>

Inherits QuantLib::Bond.

Public Member Functions

ZeroCouponBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date())

Detailed Description

zero-coupon bond

Tests

calculations are tested by checking results against cached values.

Examples:

Bonds.cpp.

Author

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