#include <analytic/zbond.hpp>
#include <common/math.hpp>

ZeroCouponBond::ZeroCouponBond(void)
{
  type(Instrument::ZeroCouponBond);
}

ZeroCouponBond::ZeroCouponBond(const ZeroCouponBond &zeroCouponBond)
{
  *this=zeroCouponBond;
}

ZeroCouponBond::ZeroCouponBond(double par,const Coupon &coupon,int ytm)
: Bond(par,coupon,ytm)
{
  type(Instrument::ZeroCouponBond);  
}

ZeroCouponBond::~ZeroCouponBond()
{
}

ZeroCouponBond &ZeroCouponBond::operator=(const ZeroCouponBond &zeroCouponBond)
{
  (Bond&)*this=(Bond&)zeroCouponBond;
  return *this;
}

BOOL ZeroCouponBond::operator==(const ZeroCouponBond &zeroCouponBond)const
{
  return (Bond&)*this==(Bond&)zeroCouponBond;
}

// virtuals

double ZeroCouponBond::discount(Rate /*yield*/)
{
  return discount();
}

double ZeroCouponBond::discount(void)
{
  Coupon coupon(coupon());
  double bondPrice;
  int periods;

  coupon.makeSemiAnnual();
  periods=coupon.frequency()*ytm();
  bondPrice=par()/::pow(1.00+coupon.decimalRate(),periods);
  price(bondPrice);
  return price();
}