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zerocouponbond.cpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2005 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/reference/license.html>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include <ql/Instruments/zerocouponbond.hpp>
#include <ql/CashFlows/simplecashflow.hpp>

namespace QuantLib {

    ZeroCouponBond::ZeroCouponBond(
                        Real faceAmount,
                        const Date& issueDate,
                        const Date& maturityDate,
                        Integer settlementDays,
                        const DayCounter& dayCounter,
                        const Calendar& calendar,
                        BusinessDayConvention paymentConvention,
                        Real redemption,
                        const Handle<YieldTermStructure>& discountCurve)
    : Bond(faceAmount,dayCounter, calendar, Unadjusted, paymentConvention,
           settlementDays, discountCurve) {

        issueDate_ = datedDate_ = issueDate;
        maturityDate_ = maturityDate;
        frequency_ = Once;

        cashflows_ = std::vector<boost::shared_ptr<CashFlow> >();
        // redemption
        Date redemptionDate =
            calendar.adjust(maturityDate, paymentConvention);
        cashflows_.push_back(boost::shared_ptr<CashFlow>(new
            SimpleCashFlow(faceAmount_*redemption/100, redemptionDate)));
    }

    #ifndef QL_DISABLE_DEPRECATED
    //! \deprecated use constructor with face amount instead
00052     ZeroCouponBond::ZeroCouponBond(
                        const Date& issueDate,
                        const Date& maturityDate,
                        Integer settlementDays,
                        const DayCounter& dayCounter,
                        const Calendar& calendar,
                        BusinessDayConvention paymentConvention,
                        Real redemption,
                        const Handle<YieldTermStructure>& discountCurve)
    : Bond(100.0,dayCounter, calendar, Unadjusted, paymentConvention,
           settlementDays, discountCurve) {

        issueDate_ = datedDate_ = issueDate;
        maturityDate_ = maturityDate;
        frequency_ = Once;

        cashflows_ = std::vector<boost::shared_ptr<CashFlow> >();
        // redemption
        Date redemptionDate =
            calendar.adjust(maturityDate, paymentConvention);
        cashflows_.push_back(boost::shared_ptr<CashFlow>(new
            SimpleCashFlow(faceAmount_*redemption/100, redemptionDate)));
    }
    #endif

}

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