fractionRate.hpp

Go to the documentation of this file.

#ifndef JULIAN_FRACTIONRATE_HPP
#define JULIAN_FRACTIONRATE_HPP

#include <interestRates/compounding.hpp>
#include <boost/serialization/export.hpp>
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>

namespace julian {
  
  class FractionRate: public Compounding {
  public:
    FractionRate(double input = 1.0): frequency_(input){};
    
    virtual double getCapitalization(double interest_rate, double accrual_time) const;
    virtual double getRate(double future_value,double accrual_time) const;
    virtual std::string info() const;
    
    virtual FractionRate* clone() const;
    virtual ~FractionRate(){};
    
    friend std::ostream& operator<<(std::ostream& s, FractionRate& c);
    friend class boost::serialization::access;
  private:

    template<class Archive>
    void serialize(Archive & ar, const unsigned int){
      boost::serialization::base_object<Compounding>(*this);
      ar & BOOST_SERIALIZATION_NVP(frequency_); 
    }

    double frequency_; 
  };
}
#endif