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analytic/INSTRMNT.HPP

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+#ifndef _ANALYTIC_INSTRUMENT_HPP_
+#define _ANALYTIC_INSTRUMENT_HPP_
+#ifndef _COMMON_GLOBALDATA_HPP_
+#include <common/gdata.hpp>
+#endif
+#ifndef _ANALYTIC_COUPON_HPP_
+#include <analytic/coupon.hpp>
+#endif
+
+class Instrument
+{
+public:
+  enum Type{Generic,StraightBond,ZeroCouponBond};
+  Instrument(Type type=Generic);
+  Instrument(const Instrument &instrument);
+  virtual ~Instrument();  
+  BOOL operator==(const Instrument &instrument)const;
+  Instrument &operator=(const Instrument &instrument);
+  double price(void)const;
+  void price(double price);
+  const Coupon &coupon(void)const;
+  void coupon(const Coupon &coupon);
+  Type type(void)const;
+  void type(Type type);
+  virtual BOOL cashflows(GlobalData<double> &cashflows);
+  virtual double par(void)const;
+  virtual double fv(int periods);
+  virtual double discount(double fv,int periods);
+private:
+  double mPrice;
+  Coupon mCoupon;
+  Type mType;
+};
+#endif
+