bond.hpp

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#ifndef JULIAN_BOND_HPP
#define JULIAN_BOND_HPP

#include <dates/_all_dates.hpp>
#include <utils/utils.hpp>
#include <marketData/interestRateCurves/irCurve.hpp>

namespace julian {
  class Bond {
  public:
    Bond(){};

    virtual double prize(const SmartPointer<ir::Curve>& curve) const = 0;

    virtual double prize(const SmartPointer<ir::Curve>& discounting_curve,
             const SmartPointer<ir::Curve>& projection_curve) const = 0;
    
    virtual void valuation(const SmartPointer<ir::Curve>& curve) const = 0;

    virtual void valuation(const SmartPointer<ir::Curve>& discounting_curve,
               const SmartPointer<ir::Curve>& projection_curve) const = 0;

    virtual double getPrincipal() const = 0;
    
    virtual Date getDate() const = 0;

    virtual ~Bond(){};

    virtual Bond* clone() const = 0;
  private:
  };
}

#endif