VanillaSwap.h

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#pragma once

#include "./CashFlow.h"

static const ShortNatural MAX_LETTERS=30;
static const Real defaultprecisionInPrice=1.;

class VanillaSwap
{
public:
        VanillaSwap(CashFlow cashflowReceived1, CashFlow cashflowPaid2, char* name1, char* name2,yieldCurve* curve);
        ~VanillaSwap(void);

        Real getFairValue1();

        Real getFairValue2();

        Real returnPrice();

        Real getRho();

        Real getTheta();

private:
        yieldCurve* _curve;
        CashFlow _leg1;
        CashFlow _leg2;
        char* _name1;
        char* _name2;
};

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