forked from lballabio/QuantLib
-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathcurve.hpp
47 lines (34 loc) · 1.25 KB
/
curve.hpp
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006 Joseph Wang
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file curve.hpp
\brief Curve
*/
#ifndef quantlib_curve_hpp
#define quantlib_curve_hpp
#include <ql/types.hpp>
#include <functional>
namespace QuantLib {
//! abstract curve class
class Curve : public std::unary_function<Real, Real> {
public:
virtual ~Curve() {}
virtual Real operator()(Real x) const = 0;
};
class TestCurve : public Curve {
public:
Real operator()(Real x) const { return std::sin(x); }
};
}
#endif