irCurveEstimator.hpp

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#ifndef JULIAN_IRESTIMATOR_HPP
#define JULIAN_IRESTIMATOR_HPP

#include <marketData/interestRateCurves/irCurve.hpp>
#include <marketData/interestRateCurves/curveBuildingBlock.hpp>
#include <marketData/interestRateCurves/curveSettings.hpp>

namespace julian {
namespace ir {

  class Estimator {
  public:
    Estimator(){};
    
    virtual void calculate(const std::vector<SmartPointer<BuildingBlock> >& instruments, const CurveSettings& settings,
               SmartPointer<ir::Curve>& discounting_curve, SmartPointer<ir::Curve>& projection_curve) = 0;

    virtual std::vector<double> getDF() const = 0;
    
    virtual std::vector<Date> getDates() const = 0;

    virtual std::string info() const = 0;

    virtual Estimator* clone() const = 0;

    virtual ~Estimator(){};
  };

}  // namespace ir
}  // namespace juliant
#endif