text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2007 Ferdinando Ametrano
   Copyright (C) 2005 StatPro Italia srl
  
   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
   <http://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.
  */
  
  /*! \file zerocouponbond.hpp
      \brief zero-coupon bond
  */
  
  #ifndef quantlib_zero_coupon_bond_hpp
  #define quantlib_zero_coupon_bond_hpp
  
  #include <ql/instruments/bond.hpp>
  
  namespace QuantLib {
  
      //! zero-coupon bond
      /*! \ingroup instruments
  
          \test calculations are tested by checking results against
                cached values.
      */
      class ZeroCouponBond : public Bond {
        public:
          ZeroCouponBond(Natural settlementDays,
                         const Calendar& calendar,
                         Real faceAmount,
                         const Date& maturityDate,
                         BusinessDayConvention paymentConvention = Following,
                         Real redemption = 100.0,
                         const Date& issueDate = Date());
      };
  
  }
  
  #endif
  