QuantLib_ZeroCouponBond man page

ZeroCouponBond — zero-coupon bond  


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

Inherits 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())

Additional Inherited Members

Detailed Description

zero-coupon bond


calculations are tested by checking results against cached values.

Examples: Bonds.cpp.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page ZeroCouponBond(3) is an alias of QuantLib_ZeroCouponBond(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib