pricerAbstractFactory.hpp

#ifndef MARIAN_PRICERABSTRACTFACTORY_HPP
#define MARIAN_PRICERABSTRACTFACTORY_HPP

#include <FDM/boundaryConditions/boundaryCondition.hpp>
#include <financial/market.hpp>
#include <utils/SmartPointer.hpp>

namespace marian {

  class AbstractPricerFactory {
  public:
    AbstractPricerFactory(){};
    virtual std::vector<SmartPointer<BoundaryCondition> > getBoundarySpotConditions(Market mkt ,double low,double upp) = 0;
        
    virtual std::vector<double> initialCondition(const std::vector<double>&) = 0;
    
    virtual double lowerSpotLmt() = 0;
    
    virtual double upperSpotLmt() = 0;
    
    virtual double getConcentrationPoint() = 0;
    
    virtual AbstractPricerFactory* clone() const = 0;
    
    virtual ~AbstractPricerFactory(){};
  };

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

#endif /* MARIAN_PRICERABSTRACTFACTORY_HPP */