Data Types

data ZeroCoupon

Describes the attributes of a Zero Coupon bond.


Field Type Description
instrument InstrumentKey The instrument’s key.
description Text The description of the bond.
issueDate Date The date when the bond was issued.
maturityDate Date The redemption date of the bond.
currency InstrumentKey The currency of the bond. For example, if the bond pays in USD this should be a USD cash instrument.
notional Decimal The notional of the bond. This is the face value corresponding to one unit of the bond instrument. For example, if one bond unit corresponds to 1000 USD, this should be 1000.0.
lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used.

instance Eq ZeroCoupon

instance Show ZeroCoupon