ZeroCouponBond-class: A simple contract paying the 'notional' amount at the...

Description Fields Methods


A simple contract paying the notional amount at the maturity



The amount that will be paid at maturity, conditional on survival


The proportion of notional that would be expected to be paid to bond holders after bankruptcy court proceedings


A function specifying how cashflows should generally be discounted for this instrument


optionality_fcn(v, ...)

Return a version of v at time t corrected for any optionality conditions.

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