interpolateZCRate.hpp

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#ifndef JULIAN_INTERPOLATEZCRATE_HPP
#define JULIAN_INTERPOLATEZCRATE_HPP

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

namespace julian {
namespace ir {

  class InterpolateZCRate: public InterpolationInput {
  public:
    InterpolateZCRate(){};
    virtual double operator()(double,double,InterestRate,Date,Date,Date) const;
    virtual double getDF(double,InterestRate,Date,Date) const;
    virtual InterpolateZCRate* clone() const;

    virtual ~InterpolateZCRate(){};
    virtual std::string info() const;
    friend class boost::serialization::access;
  private:
    template<class Archive>
    void serialize(Archive & , const unsigned int);
  };
  template<class Archive>
  void InterpolateZCRate::serialize(Archive & , const unsigned int) {
    boost::serialization::base_object<InterpolationInput>(*this);
  }
}  // namespace ir
}  // namespace julian

#endif