The DiscountBondPrice command calculates the discount bond price in the given affine interest rate model.

output = discount or zerorate; output type

The Finance[DiscountBondPrice] command was introduced in Maple 15.

For more information on Maple 15 changes, see Updates in Maple 15.

Brigo, D., Mercurio, F., Interest Rate Models: Theory and Practice. New York: Springer-Verlag, 2001.