org.jquantlib.instruments.bonds

Class ZeroCouponBond

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Bond

org.jquantlib.instruments.bonds.ZeroCouponBond

All Implemented Interfaces:

Observable, Observer

public class ZeroCouponBond
extends Bond

ZeroCouponBond class

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.instruments.Bond

Bond.Arguments, Bond.ArgumentsImpl, Bond.Engine, Bond.EngineImpl, Bond.Results, Bond.ResultsImpl, Bond.YieldFinder

Constructor Summary

Constructors

Constructor and Description
ZeroCouponBond(int settlementDays, Calendar calendar, double faceAmount, Date maturityDate)
ZeroCouponBond(int settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention)
ZeroCouponBond(int settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption)
ZeroCouponBond(int settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption, Date issueDate)

Method Summary

Methods inherited from class org.jquantlib.instruments.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, cleanPriceFromZSpread, cleanPriceFromZSpread, dirtyPrice, dirtyPrice, dirtyPrice, dirtyPriceFromYield, dirtyPriceFromZSpread, dirtyPriceFromZSpread, faceAmount, isExpired, issueDate, maturityDate, nextCoupon, nextCoupon, notional, notional, notionals, previousCoupon, previousCoupon, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, yield, yield, yield, yield, yield, yield

Methods inherited from class org.jquantlib.instruments.Instrument

errorEstimate, NPV, setPricingEngine

Methods inherited from class org.jquantlib.util.LazyObject

addObserver, countObservers, deleteObserver, deleteObservers, freeze, getObservers, notifyObservers, notifyObservers, recalculate, unfreeze, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ZeroCouponBond

public ZeroCouponBond(int settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate,
                      BusinessDayConvention paymentConvention,
                      double redemption,
                      Date issueDate)

ZeroCouponBond

public ZeroCouponBond(int settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate)

ZeroCouponBond

public ZeroCouponBond(int settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate,
                      BusinessDayConvention paymentConvention,
                      double redemption)

ZeroCouponBond

public ZeroCouponBond(int settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate,
                      BusinessDayConvention paymentConvention)