SmootherCostFunction.hpp

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#ifndef JULIAN_SMOOTHERCOSTFUNCTION_HPP
#define JULIAN_SMOOTHERCOSTFUNCTION_HPP

#include <marketData/interestRateCurves/interpolatedCurve.hpp>
#include <armadillo>

namespace julian {
namespace ir {
  class SmootherCostFunction {
  public:
    SmootherCostFunction(){};

    virtual arma::mat giveQmatrix(const InterpolatedCurve&) const = 0;

    virtual arma::mat giveCvector(const InterpolatedCurve&) const = 0;

    virtual double calculateCost(const InterpolatedCurve&) const = 0;

    virtual std::vector<double> giveSmoothedCurve(const InterpolatedCurve&) const = 0;

    virtual void updateSmoothedCurve(InterpolatedCurve&,const std::vector<double>&) const = 0;

    virtual SmootherCostFunction* clone() const = 0;

    virtual ~SmootherCostFunction(){};
      
  private:
  };
}  // namespace ir
}  // namespace julian
#endif