Zero Coupon Bond Model

The zero coupon bond model is a pricing model for a Principal Token quoted in underlying. It assumes that the price of the PT is a unit of underlying discounted by an implied rate that stays constant during the term. More specifically, is assumes

$$P(t,T) =\text{PT.previewRedeem(1)}\exp(-(T-t)r)$$

where the $\text{previewRedeem}$ of the PT gives its redemption value , $T$ is the maturity timestamp and $t$ is the current timestamp.