QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
instruments
bonds
zerocouponbond.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2007 Ferdinando Ametrano
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Copyright (C) 2005 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file zerocouponbond.hpp
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\brief zero-coupon bond
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*/
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#ifndef quantlib_zero_coupon_bond_hpp
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#define quantlib_zero_coupon_bond_hpp
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#include <
ql/instruments/bond.hpp
>
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namespace
QuantLib
{
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//! zero-coupon bond
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/*! \ingroup instruments
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\test calculations are tested by checking results against
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cached values.
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*/
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class
ZeroCouponBond
:
public
Bond
{
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public
:
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ZeroCouponBond
(
Natural
settlementDays
,
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const
Calendar
&
calendar
,
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Real
faceAmount,
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const
Date
&
maturityDate
,
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BusinessDayConvention
paymentConvention =
Following
,
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Real
redemption
= 100.0,
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const
Date
&
issueDate
=
Date
());
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};
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}
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#endif
bond.hpp
concrete bond class
QuantLib::Bond
Base bond class.
Definition:
bond.hpp:59
QuantLib::Bond::settlementDays
Natural settlementDays() const
Definition:
bond.hpp:332
QuantLib::Bond::calendar
const Calendar & calendar() const
Definition:
bond.hpp:336
QuantLib::Bond::issueDate
Date issueDate() const
Definition:
bond.hpp:352
QuantLib::Bond::redemption
const ext::shared_ptr< CashFlow > & redemption() const
Definition:
bond.cpp:140
QuantLib::Bond::maturityDate
Date maturityDate() const
Definition:
bond.cpp:150
QuantLib::Calendar
calendar class
Definition:
calendar.hpp:61
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::ZeroCouponBond
zero-coupon bond
Definition:
zerocouponbond.hpp:38
QuantLib::BusinessDayConvention
BusinessDayConvention
Business Day conventions.
Definition:
businessdayconvention.hpp:41
QuantLib::Following
@ Following
Definition:
businessdayconvention.hpp:43
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib::Natural
unsigned QL_INTEGER Natural
positive integer
Definition:
types.hpp:43
QuantLib
Definition:
any.hpp:35
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