extrapolateFlatZCR.hpp
Go to the documentation of this file.
1 #ifndef JULIAN_EXTRAPOLATEFLATZCR_HPP
2 #define JULIAN_EXTRAPOLATEFLATZCR_HPP
3 
5 
6 namespace julian {
7 namespace ir {
8 
24  public:
26  virtual double operator()(const Calendar&, const InterestRate&, const Date& , const std::vector<Date>&,const std::vector<double>&,const Date&) const;
27  virtual ExtrapolateFlatZCR* clone() const;
28  ~ExtrapolateFlatZCR(){};
29  virtual std::string info() const;
30  friend class boost::serialization::access;
31  private:
32 
35  template<class Archive>
36  void serialize(Archive & , const unsigned int) {
37  boost::serialization::base_object<Extrapolator>(*this);
38  }
39  };
40 } // namespace ir
41 } // namespace julian
42 #endif
virtual ExtrapolateFlatZCR * clone() const
virtual copy constructor
Definition: extrapolateFlatZCR.cpp:30
Definition: cadHoliday.cpp:3
ExtrapolateFlatZCR()
default constructor
Definition: extrapolateFlatZCR.cpp:9
Class implements calendar object.
Definition: calendar.hpp:30
File contains definition of interface of interest rate curve extrapolator.
Class extrapolates the zero coupon rate.
Definition: extrapolateFlatZCR.hpp:23
virtual double operator()(const Calendar &, const InterestRate &, const Date &, const std::vector< Date > &, const std::vector< double > &, const Date &) const
method extrapolates the curve
Definition: extrapolateFlatZCR.cpp:14
Class implements a date object.
Definition: date.hpp:27
virtual std::string info() const
returns the name of class
Definition: extrapolateFlatZCR.cpp:36
The class implements the concept of interest rate.
Definition: interestRate.hpp:25
void serialize(Archive &, const unsigned int)
interface used by Boost serialization library
Definition: extrapolateFlatZCR.hpp:36
Class implements the interface of interest rate curve interpolator.
Definition: irCurveExtrapolator.hpp:24