QuantLib_ZeroCouponBond

Langue: en

Autres versions - même langue

Version: 375976 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

Generated automatically by Doxygen for QuantLib from the source code.