Bond

From Open Ideas

Codebook

Construction

The class Bond is primarily used in theoretical applications.

Bond zerobond = new Bond(DateTime.create(2015, 4, 30));

SortedSet schedule = new TreeMap();
for (int year = 2008; year < 2018; year++) 
  schedule.put(DateTime.create(year, 4, 30), 0.05);
schedule.put(DateTime.create(2018, 4, 30), 1.05);
Bond couponbond = new Bond(schedule);

See also

• Real Market Bond
• Cash Flow
• Term Structure
• Accrued Interest
• Day Count Convention
• Business Day Convention