extrapolateFlatZCR.hpp

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#ifndef JULIAN_EXTRAPOLATEFLATZCR_HPP
#define JULIAN_EXTRAPOLATEFLATZCR_HPP

#include <marketData/interestRateCurves/interpolators/irCurveExtrapolator.hpp>

namespace julian {
namespace ir {

    class ExtrapolateFlatZCR: public Extrapolator {
    public:
      ExtrapolateFlatZCR();
      virtual double operator()(const Calendar&, const InterestRate&, const Date& , const std::vector<Date>&,const std::vector<double>&,const Date&) const;
      virtual ExtrapolateFlatZCR* clone() const;
      ~ExtrapolateFlatZCR(){};
      virtual std::string info() const;  
      friend class boost::serialization::access;
    private:

      template<class Archive>
      void serialize(Archive & , const unsigned int) {
        boost::serialization::base_object<Extrapolator>(*this);
      }
    };
}  // namespace ir
}  // namespace julian
#endif