21 lines
578 B
C++
21 lines
578 B
C++
#ifndef _ANALYTIC_ZEROCOUPONBOND_HPP_
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#define _ANALYTIC_ZEROCOUPONBOND_HPP_
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#ifndef _ANALYTIC_BOND_HPP_
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#include <analytic/bond.hpp>
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#endif
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class ZeroCouponBond : public Bond
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{
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public:
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ZeroCouponBond(void);
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ZeroCouponBond(const ZeroCouponBond &zeroCouponBond);
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ZeroCouponBond(double par,const Coupon &coupon,int ytm);
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virtual ~ZeroCouponBond();
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ZeroCouponBond &operator=(const ZeroCouponBond &zeroCouponBond);
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BOOL operator==(const ZeroCouponBond &zeroCouponBond)const;
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virtual double discount(void);
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virtual double discount(Rate yield);
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private:
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};
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#endif
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