CostFunctionDecorator.hpp

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#ifndef JULIAN_COSTFUNCTIONDECORATOR_HPP
#define JULIAN_COSTFUNCTIONDECORATOR_HPP

#include <marketData/interestRateCurves/estimators/costFunctions/SmootherCostFunction.hpp>
#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <utils/smartPointer.hpp>
#include <armadillo>

namespace julian {
namespace ir {
  class CostFunctionDecorator: public SmootherCostFunction {
  public:
    explicit CostFunctionDecorator(SmartPointer<SmootherCostFunction> c): cost_function_(c) {}; 

    virtual arma::mat giveQmatrix(const InterpolatedCurve&) const;
    virtual arma::mat giveCvector(const InterpolatedCurve&) const;
    virtual double calculateCost(const InterpolatedCurve&) const;

    virtual std::vector<double> giveSmoothedCurve(const InterpolatedCurve&) const;
    virtual void updateSmoothedCurve(InterpolatedCurve&,const std::vector<double>&) const;
    virtual CostFunctionDecorator* clone() const;

    virtual ~CostFunctionDecorator(){};
      
  protected:
    arma::mat matrixD(int size, int order) const;
    arma::mat matrixX(const InterpolatedCurve& c, int order) const; 
         
      
  private:
    SmartPointer<SmootherCostFunction> cost_function_;  
  };
}  // namespace ir
}  // namespace julian
#endif