QuantLib_ZeroCouponBond (3) Linux Manual Page
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.