discretizeWithTenor.hpp

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#ifndef JULIAN_DISCRETIZEWITHTENOR_HPP
#define JULIAN_DISCRETIZEWITHTENOR_HPP

#include <dates/timeGrids/timeDiscretization.hpp>
#include <dates/tenor.hpp>

namespace julian {

  
  class DiscretizeWithTenor: public TimeDiscretization {
  public:
    explicit DiscretizeWithTenor(Tenor tenor): tenor_(tenor){};
    virtual std::vector<double> operator()(Date start_date, Date end_date, SmartPointer<YearFraction> yf) const;
    virtual DiscretizeWithTenor* clone() const;
    virtual ~DiscretizeWithTenor(){};
  private:
    Tenor tenor_;  
  };
} // namespace julian
#endif