julian::ir::Interpolator Class Reference

Class implements the interface of interest rate curve interpolator. More...

#include <irCurveInterpolator.hpp>

Inheritance diagram for julian::ir::Interpolator:

Public Member Functions
virtual double	operator() (const Calendar &, const InterestRate &, const Date &, const std::vector< Date > &, const std::vector< double > &, const Date &) const =0
	interpolates curve for a given date More...
virtual Interpolator *	clone () const =0
	virtual copy constructor More...
virtual	~Interpolator ()
	destructor More...
virtual std::string	info () const =0
	returns name of a class More...

Private Member Functions
template<class Archive >
void	serialize (Archive &, const unsigned int)
	interface used by Boost serialization library More...

Friends
class	boost::serialization::access

Detailed Description

Class implements the interface of interest rate curve interpolator.

The ir::Interpolator is used by ir::InterpolatedCurve. Thanks to delegating the interpolation to separate hierarchy of classes we achieve flexibility of defining the curves.

Constructor & Destructor Documentation

virtual julian::ir::Interpolator::~Interpolator ( )

inlinevirtual

destructor

Member Function Documentation

virtual Interpolator* julian::ir::Interpolator::clone ( ) const

pure virtual

virtual copy constructor

Implemented in julian::ir::CompoundedInterpolator.

virtual std::string julian::ir::Interpolator::info ( ) const

pure virtual

returns name of a class

Implemented in julian::ir::CompoundedInterpolator.

virtual double julian::ir::Interpolator::operator() ( const Calendar &  , const InterestRate &  , const Date &  , const std::vector< Date > &  , const std::vector< double > &  , const Date &    ) const

pure virtual

interpolates curve for a given date

Implemented in julian::ir::CompoundedInterpolator.

template<class Archive >

void julian::ir::Interpolator::serialize ( Archive &  , const unsigned  int  )

inlineprivate

interface used by Boost serialization library

---

The documentation for this class was generated from the following file:

• C:/Unix/home/OEM/jULIAN/src/marketData/interestRateCurves/interpolators/irCurveInterpolator.hpp