- QuantLib
- CallableZeroCouponBond
callable/puttable zero coupon bond More...
#include <ql/experimental/callablebonds/callablebond.hpp>
Public Member Functions | |
CallableZeroCouponBond (Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) |
callable/puttable zero coupon bond
Callable zero coupon bond class.