Class implements the zero coupon bond. More...

#include <zeroCouponBond.hpp>

Inheritance diagram for julian::ZeroCouponBond:

Public Member Functions
	ZeroCouponBond ()
	Default constructor. More...

	ZeroCouponBond (Date issue_date, Date maturity_date, double principal, CashFlowVector cash_flows)
	Constructor. More...

Bond interface
virtual void	valuation (const SmartPointer< ir::Curve > &) const override
	bond valuation More...

virtual void	valuation (const SmartPointer< ir::Curve > &, const SmartPointer< ir::Curve > &) const override
	bond valuation More...

virtual double	prize (const SmartPointer< ir::Curve > &) const override
	prize bond More...

virtual double	prize (const SmartPointer< ir::Curve > &, const SmartPointer< ir::Curve > &) const override
	prize bond More...

virtual double	getPrincipal () const override
	returns the bond's principal More...

virtual Date	getDate () const override
	returns the bond's maturity More...

virtual ZeroCouponBond *	clone () const
	virtual copy constructor More...

Public Member Functions inherited from julian::Bond
	Bond ()
	constructor More...

virtual	~Bond ()
	destructor More...

Private Attributes
Date	issue_date_
	Bond's issue date. More...

Date	maturity_date_
	Date of repaying original sum loaned. More...

double	principal_
	Principal of bond. More...

CashFlowVector	cash_flows_
	Cash Flow Vector containing julian::FixedCashFlow. More...

Friends
std::ostream &	operator<< (std::ostream &, ZeroCouponBond &)
	Overloads stream operator. More...

Detailed Description

Class implements the zero coupon bond.

A zero-coupon bond is a debt security that doesn't pay interest (a coupon), but is traded at a deep discount, rendering profit at maturity when the bond is redeemed for its full face value.

More information see [6]

Examples:: bondsExample.cpp.

Constructor & Destructor Documentation

julian::ZeroCouponBond::ZeroCouponBond ( )

inline

Default constructor.

julian::ZeroCouponBond::ZeroCouponBond	(	Date	issue_date,
		Date	maturity_date,
		double	principal,
		CashFlowVector	cash_flows
	)

inline

Constructor.

Member Function Documentation

ZeroCouponBond * julian::ZeroCouponBond::clone ( ) const

virtual

virtual copy constructor

Implements julian::Bond.

Date julian::ZeroCouponBond::getDate ( ) const

overridevirtual

returns the bond's maturity

Implements julian::Bond.

double julian::ZeroCouponBond::getPrincipal ( ) const

overridevirtual

returns the bond's principal

Implements julian::Bond.

double julian::ZeroCouponBond::prize ( const SmartPointer< ir::Curve > & curve ) const

overridevirtual

prize bond

Parameters

curve Interest rate curve used to discount CFs

Returns: price of bonds

Implements julian::Bond.

double julian::ZeroCouponBond::prize	(	const SmartPointer< ir::Curve > &	curve,
		const SmartPointer< ir::Curve > &
	)		const

overridevirtual

prize bond

Parameters

curve Interest rate curve used to discount CFs

Returns: price of bonds

Implements julian::Bond.

void julian::ZeroCouponBond::valuation ( const SmartPointer< ir::Curve > & curve ) const

overridevirtual

bond valuation

Parameters

curve Interest rate curve used to discount CFs

Implements julian::Bond.

Examples:: bondsExample.cpp.

void julian::ZeroCouponBond::valuation	(	const SmartPointer< ir::Curve > &	curve,
		const SmartPointer< ir::Curve > &
	)		const

overridevirtual

bond valuation

Parameters

curve Interest rate curve used to discount CFs

Implements julian::Bond.

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	s,
		ZeroCouponBond &	b
	)

friend

Overloads stream operator.

This overloaded operator enables to print the curve on the console.

Member Data Documentation

CashFlowVector julian::ZeroCouponBond::cash_flows_

private

Cash Flow Vector containing julian::FixedCashFlow.

Date julian::ZeroCouponBond::issue_date_

private

Bond's issue date.

Date julian::ZeroCouponBond::maturity_date_

private

Date of repaying original sum loaned.

double julian::ZeroCouponBond::principal_

private

Principal of bond.

The documentation for this class was generated from the following files:

C:/Unix/home/OEM/jULIAN/src/instruments/bonds/zeroCouponBond.hpp
C:/Unix/home/OEM/jULIAN/src/instruments/bonds/zeroCouponBond.cpp

Public Member Functions

Private Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation