curveBuildingBlock.hpp

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#ifndef JULIAN_CURVEBUILDINGBLOCK_HPP
#define JULIAN_CURVEBUILDINGBLOCK_HPP

#include <string>
#include <instruments/CashFlowVector.hpp>
#include <marketData/interestRateCurves/irCurve.hpp>
#include <marketData/interestRateCurves/InterpolatedCurve.hpp>
#include <utility>  
 
namespace julian {
namespace ir {

    class BuildingBlock {
    public:
      BuildingBlock(){};

      virtual Date getDate() const = 0;

      virtual double calibrate(const SmartPointer<ir::Curve>& calibrated) = 0;

      virtual double calibrate(const SmartPointer<Curve>& discounting,const SmartPointer<Curve>& projection , const SmartPointer<Curve>& calibrated) = 0;
      
      virtual double getParRate(const SmartPointer<Curve>& discounting,const SmartPointer<Curve>& projection,const SmartPointer<Curve>& projection2) = 0;

      virtual double getQuoting() = 0;

      virtual void changeQuoting(double) = 0;

      virtual std::pair<CashFlowVector, CashFlowVector> getCFs() const = 0;

      
      virtual InterestRate getInterestRate() const = 0;

      virtual std::string info() const = 0;
      
      virtual BuildingBlock* clone() const = 0;

      virtual ~BuildingBlock(){};
    };
}  // namespace ir
}  // namespace julian
#endif