interpolateDF.hpp

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#ifndef JULIAN_INTERPOLATEDF_HPP
#define JULIAN_INTERPOLATEDF_HPP

#include <marketData/interestRateCurves/interpolators/interpolationInput.hpp>
#include <interestRates/interestRate.hpp>

namespace julian {
  namespace ir {

  class InterpolateDF: public InterpolationInput {
  public:
    InterpolateDF(){};
    
    virtual ~InterpolateDF(){};

    virtual double operator()(double ,double DF2,InterestRate ,Date ,Date ,Date ) const;
    virtual double getDF(double,InterestRate,Date,Date) const;
    virtual InterpolateDF* clone() const;
    virtual std::string info() const;

    friend class boost::serialization::access;
  private:
    template<class Archive>
    void serialize(Archive & , const unsigned int) {
      boost::serialization::base_object<InterpolationInput>(*this);
    }
  };
  }
}

#endif