37 lines
721 B
C++
37 lines
721 B
C++
|
|
//
|
||
|
|
// Created by David Doebel on 06.03.2026.
|
||
|
|
//
|
||
|
|
|
||
|
|
#ifndef QUANTENGINE_YIELDCURVE_HPP
|
||
|
|
#define QUANTENGINE_YIELDCURVE_HPP
|
||
|
|
|
||
|
|
|
||
|
|
class YieldCurve {
|
||
|
|
public:
|
||
|
|
YieldCurve() = default;
|
||
|
|
|
||
|
|
YieldCurve(const YieldCurve &other) {
|
||
|
|
}
|
||
|
|
|
||
|
|
YieldCurve(YieldCurve &&other) noexcept {
|
||
|
|
}
|
||
|
|
|
||
|
|
YieldCurve & operator=(const YieldCurve &other) {
|
||
|
|
if (this == &other)
|
||
|
|
return *this;
|
||
|
|
return *this;
|
||
|
|
}
|
||
|
|
|
||
|
|
YieldCurve & operator=(YieldCurve &&other) noexcept {
|
||
|
|
if (this == &other)
|
||
|
|
return *this;
|
||
|
|
return *this;
|
||
|
|
}
|
||
|
|
virtual ~YieldCurve() = default;
|
||
|
|
virtual double discount(double t) = 0;
|
||
|
|
virtual double zeroRate(double t) = 0;
|
||
|
|
|
||
|
|
};
|
||
|
|
|
||
|
|
|
||
|
|
#endif //QUANTENGINE_YIELDCURVE_HPP
|