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.
time2Maturity
The time in years until 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.
time2Payments
An array of doubles where the first element represents the time until the first payment is made, the second the time until the second payment is made 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.