zeroCouponBond.hpp

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#ifndef JULIAN_ZEROCOUPONBOND_HPP
#define JULIAN_ZEROCOUPONBOND_HPP

#include <instruments/bonds/bond.hpp>
#include <instruments/CashFlowVector.hpp>
#include <interestRates/interestRate.hpp>

namespace julian {
  class ZeroCouponBond: public Bond {
  public:
    ZeroCouponBond(){};
    ZeroCouponBond(Date issue_date, Date maturity_date, double principal, CashFlowVector cash_flows):
      issue_date_(issue_date), maturity_date_(maturity_date), principal_(principal), cash_flows_(cash_flows) {};
    virtual void valuation(const SmartPointer<ir::Curve>&) const override;
    virtual void valuation(const SmartPointer<ir::Curve>&,
               const SmartPointer<ir::Curve>&) const override;
    virtual double prize(const SmartPointer<ir::Curve>&) const override;
    virtual double prize(const SmartPointer<ir::Curve>&,
               const SmartPointer<ir::Curve>&) const override;

    virtual double getPrincipal() const override;
    virtual Date getDate() const override;
    virtual ZeroCouponBond* clone() const;

    virtual ~ZeroCouponBond(){};
    
    friend std::ostream& operator<<(std::ostream&, ZeroCouponBond&);
  
  private:
    Date issue_date_;           
    Date maturity_date_;        
    double principal_;          
    CashFlowVector cash_flows_; 
  };
}

#endif