flatVolatility.hpp

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#ifndef JULIAN_FLATVOLATILITYSURFACE_HPP
#define JULIAN_FLATVOLATILITYSURFACE_HPP

#include <marketData/volatility/volatility.hpp>
#include <iostream>
#include <string>

namespace julian {
  class FlatVolatility: public Volatility  {
  public:

    FlatVolatility(Date date, double volatility, SmartPointer<YearFraction> yf):
      date_(date), volatility_(volatility), yf_(yf) {};
    
    double getVolatility(double K, Date T) const override;
    double getVolatility(double K, double T) const override; 
    double getVariance(double K, Date T) const override;
    double getVariance(double K, double T) const override;
    Date getDate() const override;
    void bumpVolatility(double) override;
    
    double getYearFraction(Date,Date) const override;
    
    FlatVolatility* clone() const override;
    std::string info() const override;
    ~FlatVolatility(){};

    friend std::ostream& operator<<(std::ostream&, FlatVolatility&);
  private:
    Date date_; 
    double volatility_; 
    SmartPointer<YearFraction> yf_; 
  };
}
#endif