inflation_model.h

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// -*-C++-*-  make sure Emacs is in C++ mode
#ifndef INCLUDED_ANDREW_KALOTAY_ASSOCIATES_TIPSVAL_INFLATION_MODEL_H
#define INCLUDED_ANDREW_KALOTAY_ASSOCIATES_TIPSVAL_INFLATION_MODEL_H
 
#include "andrew_kalotay_associates/tipsval/dll_macros.h"
#include "andrew_kalotay_associates/tipsval/structs.h"
 
namespace AndrewKalotayAssociates
{
  namespace TipsVal
  {
    class TIPSVAL_API InflationModel
      {
      public:
      InflationModel(const Common::Array<Input::InflationIndex>& inflation_history,
                     const Input::ParYieldCurve& real_curve,
                     const Input::ParYieldCurve& nominal_curve,
                     double inflation_volatility,
                     const Date& settlement_date);
 
      InflationModel(const Common::Array<Input::InflationIndex>& inflation_history,
                     double inflation_rate,
                     double index_volatility);
 
      ~InflationModel();
 
      bool operator!() const;
      bool is_valid() const;
      
      const Output::Status& status() const;
 
      void print(std::ostream& output) const;
      
      friend class Bond;
      friend class InflationFloater;
      class Implementation;
 
      private:
      // Disable copying and assignment
      InflationModel(const InflationModel&);
      InflationModel& operator=(const InflationModel&);
      
      Implementation* implementation_ptr_;
      };
  }
}
 
#endif