deposit.hpp

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#ifndef JULIAN_DEPOSIT_HPP
#define JULIAN_DEPOSIT_HPP

#include <instruments/linear/linearInstrument.hpp>
#include <marketData/interestRateCurves/curveBuildingBlock.hpp>
#include <interestRates/interestRate.hpp>
#include <instruments/instrumentAuxiliaryTypes.hpp>

namespace julian {

  class Deposit: public LinearInstrument, public ir::BuildingBlock {
  public:
    Deposit(Date trade_date,Date start_date,Date end_date,InterestRate rate ,double notional,double quoting);
  

    double price(const SmartPointer<ir::Curve>&);
    double price(const SmartPointer<ir::Curve>& discounting1,const SmartPointer<ir::Curve>& ,const SmartPointer<ir::Curve>& ,const SmartPointer<ir::Curve>& );
    void valuation(const SmartPointer<ir::Curve>&);
    void valuation(const SmartPointer<ir::Curve>& discounting1,const SmartPointer<ir::Curve>& discounting2,const SmartPointer<ir::Curve>& projecting1,const SmartPointer<ir::Curve>& projecting2);
    
    Date getDate() const override;
    std::pair<CashFlowVector, CashFlowVector> getCFs() const override;
    InterestRate getInterestRate() const override;
    double calibrate(const SmartPointer<ir::Curve>& calibrated) override;
    double calibrate(const SmartPointer<ir::Curve>& discounting, const SmartPointer<ir::Curve>& projection, const SmartPointer<ir::Curve>& calibrated) override;
    double getParRate(const SmartPointer<ir::Curve>& discounting,const SmartPointer<ir::Curve>& projection, const SmartPointer<ir::Curve>& projection2) override;
    double getQuoting() override;
    void changeQuoting(double) override;
    std::string info() const override;
    
    ~Deposit(){};
    Deposit* clone() const;
    
    friend std::ostream& operator<<(std::ostream&, Deposit&);
  
  private:
    Date trade_date_;  
    InterestRate rate_; 
    double quoting_; 
    CashFlowVector cfs_; 
  };
}
#endif