SwapLeg.h

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#pragma once

#ifndef SWAPLEG_H
#define SWAPLEG_H

#include "./../Common/Date.h"
#include "./../Common/types.h"
#include <valarray>
using namespace std;

class SwapLeg
{
public:

        SwapLeg(Date startDate, Real Frequency, Date endDate, Real Notional, Real AmortizingConstant, BusinessDayConvention convention);
        
        SwapLeg(valarray<Date> dates, valarray<Real> Notionals);

        LongInteger returnSize();

        valarray<Date> returnDates();

        valarray<Real> returnAmounts();

        ~SwapLeg(void);

private:
        valarray<Date> _dateSchedule;
        valarray<Real> _flowSchedule;
};

#endif;

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