Evaluates the price of a Treasury bond by discounting the cash flows until maturity in accordance with the corresponding continuously compounded zero rate.
The principle sum of the bond which will be repaid at maturity.
evaluationDate
The date on which the price of the bond is evaluated.
maturity
The date on which the bond matures.
zeroRateAtMaturity
The corresponding continuously compounded zero rate of the maturity.
payments
An array of doubles where the first element represents the first payments from the bond, the second the second payment and so on. Please note that these payments does not include the repayment of the principle sum at maturity.
paymentDates
An array of dates where the first element corresponds to the date of the first payment and the second element corresponds to the date of the second payment and so on.
zeroRates
An array where the first element is the zero rate on the first payment date and the second term is the zero rate on the second payment date and so on.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.