Drift.h

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#pragma once
#ifndef DRIFT_H
#define DRIFT_H

#include "../../PartB/yieldCurve.h"
#include "../../PartE/volsurface.h"
#include "../../common/date.h"
class Drift
{
public:
        Drift(Date startDate, Real ExpiryInYears,LongNatural& nDates,yieldCurve* pyieldCurve,volsurface* pvolsurface,Real Strike);

        Drift(void);
        Drift(Date startDate, Real ExpiryInYears,Real rateToMaturity,Real volToMaturity);

        ~Drift();
        valarray<Real> GetvDrift(void);
        Real GetDriftattimei(LongNatural i);
        valarray<LongInteger> GetvDates(void);
        LongInteger GetTimeBtwDates(LongNatural i,LongNatural j);

private:
        valarray<LongInteger> vDates;
        valarray<Real> vDrift;
        unsigned long m_nDates;
};

#endif

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