Files

ZeroCouponBond.h

#pragma once

#include "Priceable.h"

class ZeroCouponBond : public Priceable {
public:

	double maturity;

	/*  Compute the price of the security in the
		Black Scholes world */
	virtual double price(
		const BlackScholesModel& model) const {
		return exp(-model.riskFreeRate*maturity);
	}
};