PortFolio.h

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#pragma once

#ifndef PORTFOLIO_H
#define PORTFOLIO_H

#include "./../PartA/BlackScholes/OptionStrategy.h"
#include "./../PartK/VarianceSwap.h"
#include "./../PartD/VanillaSwap.h"
#include "./../PartI/rainbowoption.h"
#include "./../PartH/bond.h"
#include "./../PartC/asset.h"
#include "./../PartL/Exotics.h"

#include<valarray>
using namespace std;

const Natural MAX_SIZE=100;
const Natural MAX_SIZE_NAME=50;

class Portfolio
{
public:
        Portfolio(char* name,Currency currency);
        ~Portfolio(void);

        char* getName();

        Currency getCurrency();
        
        char* getCurrencyAsString();

        void addOptionStrategy(OptionStrategy* optionStrategy);
        
        void addRainbowOption(RainbowOption* rainbowOption, Real quantity);

        void addExoticOption(Exotics* exoticOption, Real quantity);

        void addVanillaSwap(VanillaSwap* vanillaSwap, Real quantity);
        
        void addVarianceSwap(VarianceSwap* varSwap, Real quantity);
        
        void addBond(bond* oneBond, Real quantity);

        void addAsset(asset* oneAsset, Real quantity);

        Real getPrice();

        Real returnSensibilityToRate();

        Real returnSensibilityToVol();

        Real returnSensibilityToTime();


private:

        char* _name;
        Currency _currency;

        OptionStrategy _optionStrategy;
        valarray<RainbowOption*> _rainbowOptions;
        valarray<Exotics*> _exoticsOptions;
        valarray<VanillaSwap*> _vanSwaps;
        valarray<VarianceSwap*> _varSwaps;
        valarray<bond*> _bonds;
        valarray<asset*> _assets;

        valarray<Real> _quantityRainbowOptions;
        valarray<Real> _quantityExoticsOptions;
        valarray<Real> _quantityVanSwaps;
        valarray<Real> _quantityVarSwaps;
        valarray<Real> _quantityBonds;
        valarray<Real> _quantityAssets;

        Natural _nbRainbowOptions;
        Natural _nbExoticsOptions;
        Natural _nbVanSwaps;
        Natural _nbVarSwaps;
        Natural _nbBonds;
        Natural _nbAssets;
};

#endif;

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