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pricing/src/YieldCurve.hpp

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//
// 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