cirProcess.hpp

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#ifndef JULIAN_CIRPROCESS_HPP
#define JULIAN_CIRPROCESS_HPP

#include <mathematics/stochasticProcesses/stochasticProcess.hpp>
#include <mathematics/RNGs/uniformRNG.hpp>

namespace julian {
  class CirProcess {
  public:
    CirProcess(){};

    CirProcess(double mrs, double lt,  double vol):
      mrs_(mrs), lt_(lt), vol_(vol){};

    Path getPath(double, const TimeGrid&, SmartPointer<UniformRNG>& rng) ;
    Path getPath(double, const TimeGrid&, const std::vector<double>&) const; 
    CirProcess* clone();
    ~CirProcess(){};
    
  private:
    double mrs_; 
    double lt_;  
    double vol_; 
  };
}  // namespace julian

#endif /* CIRPROCESS_HPP */