timeDiscretization.hpp
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1 #ifndef JULIAN_TIMEDISCRETIZATION_HPP
2 #define JULIAN_TIMEDISCRETIZATION_HPP
3 
4 #include <vector>
5 #include <dates/date.hpp>
7 #include <utils/smartPointer.hpp>
8 
9 namespace julian {
10 
11 
25  public:
27 
32  virtual std::vector<double> operator()(Date , Date, SmartPointer<YearFraction>) const = 0;
33 
36  virtual TimeDiscretization* clone() const = 0;
37 
40  virtual ~TimeDiscretization(){};
41  };
42 }
43 #endif
virtual ~TimeDiscretization()
Destructor.
Definition: timeDiscretization.hpp:40
virtual TimeDiscretization * clone() const =0
Virtual copy constructor.
File contains template of deep-coping smart pointer.
File contains interface for year fractions.
Definition: cadHoliday.cpp:3
virtual std::vector< double > operator()(Date, Date, SmartPointer< YearFraction >) const =0
discretize the time interval
Template of deep-coping smart pointer.
Definition: smartPointer.hpp:14
File contains definition of date class.
Class implements a TimeDiscretization object.
Definition: timeDiscretization.hpp:24
Class implements a date object.
Definition: date.hpp:27