linearInstrument.hpp

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#ifndef JULIAN_LINEARINSTRUMENTS_HPP
#define JULIAN_LINEARINSTRUMENTS_HPP

#include <marketData/interestRateCurves/irCurve.hpp>
#include <instruments/CashFlowVector.hpp>
#include <instruments/FixedCashFlow.hpp>
#include <instruments/FloatingCashFlow.hpp>

namespace julian {

  class LinearInstrument {
  public:
    LinearInstrument(){};
    virtual double price(const SmartPointer<ir::Curve>&) = 0;

    virtual double price(const SmartPointer<ir::Curve>& discounting1,const SmartPointer<ir::Curve>& discounting2,const SmartPointer<ir::Curve>& projecting1,const SmartPointer<ir::Curve>& projecting2) = 0;

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

    virtual void valuation(const SmartPointer<ir::Curve>& discounting1,const SmartPointer<ir::Curve>& discounting2,const SmartPointer<ir::Curve>& projecting1,const SmartPointer<ir::Curve>& projecting2) = 0;

    virtual LinearInstrument* clone() const = 0;
    
    virtual ~LinearInstrument(){};
  private:
  };
}
#endif