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CashFlow.h

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00001 #pragma once
00002 
00003 #ifndef CASHFLOW_H
00004 #define CASHFLOW_H
00005 
00006 #include "./../PartB/yieldCurve.h"
00007 #include "./SwapLeg.h"
00008 #include "./../Common/types.h"
00009 #include <iostream>
00010 class CashFlow
00011 {
00012 public:
00014         CashFlow(SwapLeg swapLeg, Real fixedRate);
00015 
00017         CashFlow(SwapLeg swapLeg, yieldCurve floatCurve);
00018 
00020         Real getFairValue(yieldCurve* curve);
00021 
00022         ~CashFlow(void);
00023 
00024 private:
00025         valarray<Real> flowAmount;
00026         valarray<Date> flowDates;
00027 };
00028 
00029 #endif;

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