volatility.hpp

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#ifndef JULIAN_VOLATILITYSURFACE_HPP
#define JULIAN_VOLATILITYSURFACE_HPP

#include <string>
#include <dates/date.hpp>
#include <utils/smartPointer.hpp>
#include <dates/yearFractions/yearFraction.hpp>

namespace julian {
  class Volatility {
  public:
    Volatility(){};
    virtual double getVolatility(double K,Date T) const = 0;
    virtual double getVolatility(double K,double T) const = 0;
    virtual double getVariance(double K,Date T) const = 0;

    virtual double getVariance(double K,double T) const = 0;
    virtual Date getDate() const = 0;
    virtual void bumpVolatility(double h) = 0;
    virtual double getYearFraction(Date,Date) const = 0;
    virtual Volatility* clone() const = 0;
    virtual std::string info() const = 0;
    virtual ~Volatility(){};
  };
}  // namespace julian
#endif