irCurveInterpolator.hpp

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#ifndef JULIAN_IRCURVEINTERPOLATOR_HPP
#define JULIAN_IRCURVEINTERPOLATOR_HPP

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

namespace julian {
  namespace ir {

    class Interpolator {
    public:
      Interpolator(){};

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

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

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