QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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zerocouponbond.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005, 2008 StatPro Italia srl
5 Copyright (C) 2007 Ferdinando Ametrano
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
23
24namespace QuantLib {
25
27 const Calendar& calendar,
28 Real faceAmount,
29 const Date& maturityDate,
30 BusinessDayConvention paymentConvention,
31 Real redemption,
32 const Date& issueDate)
33 : Bond(settlementDays, calendar, issueDate) {
34
36 Date redemptionDate = calendar_.adjust(maturityDate,
37 paymentConvention);
38 setSingleRedemption(faceAmount, redemption, redemptionDate);
39 }
40
41}
Base bond class.
Definition: bond.hpp:59
Calendar calendar_
Definition: bond.hpp:299
const ext::shared_ptr< CashFlow > & redemption() const
Definition: bond.cpp:140
void setSingleRedemption(Real notional, Real redemption, const Date &date)
Definition: bond.cpp:342
Date maturityDate() const
Definition: bond.cpp:150
Date maturityDate_
Definition: bond.hpp:305
calendar class
Definition: calendar.hpp:61
Date adjust(const Date &, BusinessDayConvention convention=Following) const
Definition: calendar.cpp:84
Concrete date class.
Definition: date.hpp:125
ZeroCouponBond(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date())
BusinessDayConvention
Business Day conventions.
QL_REAL Real
real number
Definition: types.hpp:50
unsigned QL_INTEGER Natural
positive integer
Definition: types.hpp:43
Definition: any.hpp:35
Predetermined cash flow.
zero-coupon bond