marketModel.hpp

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#ifndef JULIAN_MARKETMODEL_HPP
#define JULIAN_MARKETMODEL_HPP

#include <marketData/interestRateCurves/irCurve.hpp>
#include <mathematics/stochasticProcesses/stochasticProcess.hpp>
#include <marketData/ForwardCurve.hpp>
#include <map>

namespace julian {
  class EuropeanOpt;

  class MarketModel {
  public:
    MarketModel(){};

    virtual Date getDate() const = 0;
    
    virtual double getAssetPrize() const = 0;
    
    virtual SmartPointer<ir::Curve> getDiscountingCurve() const = 0;
    
    virtual SmartPointer<ir::Curve> getDividendCurve() const = 0;

    virtual void setDate(Date& date) = 0;
    
    virtual void setAssetPrize(double prize) = 0;

    virtual void bumpAssetPrize(double h) = 0;

    virtual void bumpVolatility(double h) = 0;

    virtual double prizeAnalytically(const EuropeanOpt& opt) const = 0;
       
    
    virtual MarketModel* clone() const = 0;

    virtual ~MarketModel() {
    }
  };

  template<typename T>
  class DeeplyCopyableMarketModel : public MarketModel {
  public:
    virtual MarketModel* clone() const {
      return new T(static_cast<const T&>(*this));
    }
  };
}  // namespace julian


#endif /* MARKETMODEL_HPP */