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analytic/BOND.HPP

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+#ifndef _ANALYTIC_BOND_HPP_
+#define _ANALYTIC_BOND_HPP_
+#ifndef _COMMON_WINDOWS_HPP_
+#include <common/windows.hpp>
+#endif
+#ifndef _COMMON_GLOBALDATA_HPP_
+#include <common/gdata.hpp>
+#endif
+#ifndef _ANALYTIC_INSTRUMENT_HPP_
+#include <analytic/instrmnt.hpp>
+#endif
+#ifndef _ANALYTIC_RATE_HPP_
+#include <analytic/rate.hpp>
+#endif
+
+class Bond : public Instrument
+{
+public:
+  Bond(void);
+  Bond(const Bond &bond);
+  Bond(double par,const Coupon &coupon,int ytm,double price=0.00);
+  virtual ~Bond();
+  Bond &operator=(const Bond &bond);
+  BOOL operator==(const Bond &bond)const;
+  double par(void)const;
+  void par(double par);
+  int ytm(void)const;
+  void ytm(int ytm);
+  const Rate &yield(void)const;
+  void yield(const Rate &yield);
+  virtual BOOL cashflows(GlobalData<double> &cashflows); // retrieve cashflows (ie)periodic payments
+  virtual double discount(Rate yield);                   // given the yield, calculate the price
+  virtual Rate discount(double price);                   // given the price, calculate the yield
+private:
+  double mPar;
+  Rate mYield;
+  int mYTM;
+};
+#endif
+
+
+
+