settlementFromExpiry.hpp

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#ifndef JULIAN_SETTLEMENTFROMEXPIRY_HPP
#define JULIAN_SETTLEMENTFROMEXPIRY_HPP

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

namespace julian {

  class SettlementFromExpiry: public SettlementDateConvention {
  public:

    SettlementFromExpiry();
    
    virtual Date calculateSettlementDate(Date, Tenor, const Calendar&) const;
    virtual Date calculateExpiryDate(Date, Tenor, const Calendar&) const;
  
    virtual SettlementFromExpiry* clone() const;

    virtual std::string info() const;

    virtual ~SettlementFromExpiry();
    friend class boost::serialization::access;
  private:

    template<class Archive>
    void serialize(Archive & , const unsigned int){
      boost::serialization::base_object<SettlementDateConvention>(*this);
    }
  };
}
#endif