Qauntlib Zero Coupon Bonds

Constructor

  • Settlement Days
  • Calendar - an instance of a Quantlib calendar
  • faceAmount
  • maturityDate - an instance of ql.Date
import QuantLib as ql bond = ql.ZeroCouponBond(0, ql.NullCalendar(), 1000.0, ql.Date(15, 10, 2026))

Contents