interpolationInput.hpp

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#ifndef JULIAN_INTERPOLATIONINPUTS_HPP
#define JULIAN_INTERPOLATIONINPUTS_HPP

#include <vector>
#include <algorithm>
#include <dates/_all_dates.hpp>
#include <interestRates/interestRate.hpp>

namespace julian {
  namespace ir {
    class InterpolationInput {
    public:
      InterpolationInput(){};
      
      virtual double operator()(double DF1,double DF2,InterestRate rate,Date date0,Date date1,Date date2) const = 0;
      
      virtual double getDF(double x,InterestRate rate,Date date1,Date date2) const = 0;
      
      virtual InterpolationInput* clone() const = 0;
      
      virtual std::string info() const = 0;
      
      virtual ~InterpolationInput(){};
      friend class boost::serialization::access;
    private:

      template<class Archive>
      void serialize(Archive & , const unsigned int) {
      }
    };
}
}
#endif