| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|
| 2 | |
|---|
| 3 | /* |
|---|
| 4 | Copyright (C) 2007 Ferdinando Ametrano |
|---|
| 5 | Copyright (C) 2005 StatPro Italia srl |
|---|
| 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 | |
|---|
| 21 | /*! \file zerocouponbond.hpp |
|---|
| 22 | \brief zero-coupon bond |
|---|
| 23 | */ |
|---|
| 24 | |
|---|
| 25 | #ifndef quantlib_zero_coupon_bond_hpp |
|---|
| 26 | #define quantlib_zero_coupon_bond_hpp |
|---|
| 27 | |
|---|
| 28 | #include <ql/instruments/bond.hpp> |
|---|
| 29 | |
|---|
| 30 | namespace QuantLib { |
|---|
| 31 | |
|---|
| 32 | //! zero-coupon bond |
|---|
| 33 | /*! \ingroup instruments |
|---|
| 34 | |
|---|
| 35 | \test calculations are tested by checking results against |
|---|
| 36 | cached values. |
|---|
| 37 | */ |
|---|
| 38 | class ZeroCouponBond : public Bond { |
|---|
| 39 | public: |
|---|
| 40 | ZeroCouponBond(Natural settlementDays, |
|---|
| 41 | const Calendar& calendar, |
|---|
| 42 | Real faceAmount, |
|---|
| 43 | const Date& maturityDate, |
|---|
| 44 | BusinessDayConvention paymentConvention = Following, |
|---|
| 45 | Real redemption = 100.0, |
|---|
| 46 | const Date& issueDate = Date()); |
|---|
| 47 | }; |
|---|
| 48 | |
|---|
| 49 | } |
|---|
| 50 | |
|---|
| 51 | #endif |
|---|
| 52 | |
|---|
