settlementDateConvention.hpp

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#ifndef JULIAN_SETTLEMENTDATECONV_HPP
#define JULIAN_SETTLEMENTDATECONV_HPP

#include <dates/calendars/calendar.hpp>
#include <dates/calendars/settlementDateConvention.hpp>
#include <dates/date.hpp>
#include <dates/tenor.hpp>

namespace julian {

  class Calendar;
  class SettlementDateConvention {
  public:
    SettlementDateConvention(){};
  
    virtual Date calculateSettlementDate(Date,Tenor,const Calendar&) const = 0;
    
    virtual Date calculateExpiryDate(Date,Tenor,const Calendar&) const = 0;
    virtual SettlementDateConvention* clone() const = 0;
    
    virtual std::string info() const =0;
    virtual ~SettlementDateConvention(){};

    
    friend class boost::serialization::access;
  private:
    template<class Archive>
    void serialize(Archive & , const unsigned int) {
    }
  };
}  // namespace julian
 
#endif