/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2005, 2008 StatPro Italia srl

 Copyright (C) 2007 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/instruments/bonds/zerocouponbond.hpp>

#include <ql/cashflows/simplecashflow.hpp>

namespace QuantLib {

    ZeroCouponBond::ZeroCouponBond(Natural settlementDays,

                                   const Calendar& calendar,

                                   Real faceAmount,

                                   const Date& maturityDate,

                                   BusinessDayConvention paymentConvention,

                                   Real redemption,

                                   const Date& issueDate)

    : Bond(settlementDays, calendar, issueDate) {

        maturityDate_ = maturityDate;

        Date redemptionDate = calendar_.adjust(maturityDate,

                                               paymentConvention);

        setSingleRedemption(faceAmount, redemption, redemptionDate);

    }

Unexecuted instantiation: QuantLib::ZeroCouponBond::ZeroCouponBond(unsigned int, QuantLib::Calendar const&, double, QuantLib::Date const&, QuantLib::BusinessDayConvention, double, QuantLib::Date const&)

Unexecuted instantiation: QuantLib::ZeroCouponBond::ZeroCouponBond(unsigned int, QuantLib::Calendar const&, double, QuantLib::Date const&, QuantLib::BusinessDayConvention, double, QuantLib::Date const&)

}