SecondDerivativeCostFunction.hpp

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#ifndef JULIAN_SECONDDERIVATIVECOSTFUNCTION_HPP
#define JULIAN_SECONDDERIVATIVECOSTFUNCTION_HPP

#include <marketData/interestRateCurves/estimators/costFunctions/CostFunctionDecorator.hpp>
#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <armadillo>

namespace julian {
namespace ir {
  class SecondDerivativeCostFunction: public CostFunctionDecorator {
  public:
    explicit SecondDerivativeCostFunction(SmartPointer<SmootherCostFunction> c, double weight = 1.0): CostFunctionDecorator(c), weight_(weight) {};
      
    virtual arma::mat giveQmatrix(const InterpolatedCurve&) const;
    virtual arma::mat giveCvector(const InterpolatedCurve&) const;
    virtual double calculateCost(const InterpolatedCurve&) const;
    virtual SecondDerivativeCostFunction* clone() const;  
    virtual ~SecondDerivativeCostFunction(){};
  private:
    double weight_;   
  };
}  // namespace ir
}  // namespace julian
#endif