FixedCashFlow.hpp

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#ifndef JULIAN_FIXEDCASHFLOW_HPP
#define JULIAN_FIXEDCASHFLOW_HPP

#include <instruments/CashFlow.hpp>

namespace julian {

    class FixedCashFlow : public CashFlow {
    public:
      FixedCashFlow(){};
      FixedCashFlow(Date start, Date end ,Date payment, double amount,
            double notional, bool notional_is_paid);
      FixedCashFlow(Date start, Date end, Date payment, double q,
            double notional, InterestRate rate, bool notional_is_paid);
      
      virtual double price(const SmartPointer<ir::Curve>& disc) override;
      double value(const SmartPointer<ir::Curve>& disc) override;
      virtual Date getDate() const override;
      virtual double getNotional() const override;
      virtual double getCF() const override;
      
      void setCashFlow(double amount) override;
      void setCashFlow(double quote, const InterestRate& rate) override;
      void setCashFlow(const SmartPointer<ir::Curve>&) override {};
      
      virtual void addToCashFlow(double amount);
      virtual void addToCashFlow(double quote, InterestRate rate);

      virtual FixedCashFlow* clone() const;
      virtual ~FixedCashFlow(){};

      friend std::ostream& operator<<(std::ostream&, FixedCashFlow&);
      friend class boost::serialization::access;
      
    private:

      template<class Archive>
      void serialize(Archive & ar, const unsigned int);

      Date accrual_start_; 
      Date accrual_end_;   
      Date payment_date_;  
      double notional_;    
      double amount_;      
      bool notional_is_paid_; 
    };
  
  template<class Archive>
  void FixedCashFlow::serialize(Archive & ar, const unsigned int){
    boost::serialization::base_object<CashFlow>(*this);
    ar & BOOST_SERIALIZATION_NVP(accrual_start_);
    ar & BOOST_SERIALIZATION_NVP(accrual_end_);
    ar & BOOST_SERIALIZATION_NVP(payment_date_);
    ar & BOOST_SERIALIZATION_NVP(notional_);
    ar & BOOST_SERIALIZATION_NVP(amount_);
    ar & BOOST_SERIALIZATION_NVP(notional_is_paid_);
  }
}  // namespace julian

#endif /* FIXEDCASHFLOW_HPP */