ZeroCouponBond Class Reference
[Financial instruments]

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

Inheritance diagram for ZeroCouponBond:

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