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QuantLib_ZeroCouponBond
Langue: en
Version: 375976 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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