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analytic/PORTFLIO.HPP

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+#ifndef _ANALYTIC_PORTFOLIO_HPP_
+#define _ANALYTIC_PORTFOLIO_HPP_
+#ifndef _COMMON_WINDOWS_HPP_
+#include <common/windows.hpp>
+#endif
+#ifndef _COMMON_SMARTPOINTER_HPP_
+#include <common/pointer.hpp>
+#endif
+#ifndef _COMMON_BLOCK_HPP_
+#include <common/block.hpp>
+#endif
+#ifndef _ANALYTIC_INSTRUMENT_HPP_
+#include <analytic/instrmnt.hpp>
+#endif
+#ifndef _ANALYTIC_RATE_HPP_
+#include <analytic/rate.hpp>
+#endif
+
+typedef SmartPointer<Instrument> FinancialInstrument;
+typedef Block<FinancialInstrument> FinancialInstruments;
+
+class Portfolio : public FinancialInstruments
+{
+public:
+  Portfolio(void);
+  virtual ~Portfolio();
+  BOOL operator==(const Portfolio &portfolio)const;
+  int getCashflows(GlobalData<double> &sumCashflows);
+  Rate yield(void);
+private:
+  Portfolio(const Portfolio &portfolio);
+  Portfolio &operator=(const Portfolio &portfolio);
+  double discount(Rate yield,GlobalData<double> &cashflows);
+  Rate discount(double market,GlobalData<double> &cashflows);
+  Rate wac(void);
+};
+#endif