Usage: 
y = BondZeroCouponHPP(Z,D,T,r,lambda,distr,params,Tmax,N)

Input: 
 Z  scalar, payment at maturity

 D  n1 x 1 vector, threshold level

 T  n2 x 1 vector, time to expiry

 r  scalar, continuouslycompounded discount rate

 lambda  scalar, intensity of the Poisson process

 distrib  string, claim size distribution

 params  n x 1 vector, parameters of the claim size distribution, n=1 (exponential), n=2 (gamma, lognormal, Pareto, Weibull),
n=3 (Burr, mixofexps)

 Tmax  scalar, time horizon

 N  scalar, number of trajectories

Output: 
 y  m x 3 matrix, the first column are times to bond's expiration,
the second threshold levels and the third corresponding prices of the bond 