settlementFromSpot.hpp

Go to the documentation of this file.

#ifndef JULIAN_SETTLEMENTFROMSPOT_HPP
#define JULIAN_SETTLEMENTFROMSPOT_HPP

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

namespace julian {

  class SettlementFromSpot: public SettlementDateConvention {
  public:
    SettlementFromSpot(){};
    
    
    virtual Date calculateSettlementDate(Date,Tenor,const Calendar&) const;
    virtual Date calculateExpiryDate(Date,Tenor,const Calendar&) const;
    virtual SettlementFromSpot* clone() const;
    
    virtual std::string info() const;
    virtual ~SettlementFromSpot(){};
    friend class boost::serialization::access;
  private:

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