irCurveExtrapolator.hpp

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#ifndef JULIAN_IRCURVEEXTRAPOLATOR_HPP
#define JULIAN_IRCURVEEXTRAPOLATOR_HPP

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

namespace julian {
namespace ir {

    class Extrapolator {
    public:
      Extrapolator(){};

      virtual double operator()(const Calendar&, const InterestRate&, const Date& , const std::vector<Date>&,const std::vector<double>&,const Date&) const = 0;

      virtual Extrapolator* clone() const = 0;

      virtual ~Extrapolator(){};

      virtual std::string info() const =0;
      friend class boost::serialization::access;
    private:

      template<class Archive>
      void serialize(Archive & , const unsigned int) {
      }
    };
}  // namespace ir    
}  // namesapce julian
#endif