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GeneticSwap.h
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GeneticSwap.h
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#pragma once
#include <iostream>
#include <vector>
#include <string>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/shared_ptr.hpp>
#include<LMM/helper/TenorType.h>
#include<LMM/helper/LMMTenorStructure.h>
#include <CouponLeg.h>
//#include <LMM/helper/Name.h>
//#include <LMM/helper/TenorType.h>
//#include <LMM/helper/LMMTenorStructure.h>
/*! \class VanillaSwap manage leg's INDICES in the simulation structures see <LMM\lmmModel\LMMTenorStructure.h>
* description
*/
class GeneticSwap
{
public:
CouponLeg_CONSTPTR leg1_;
CouponLeg_CONSTPTR leg2_;
// constructor, destructor, gettor
GeneticSwap(CouponLeg_CONSTPTR leg1, CouponLeg_CONSTPTR leg2);
virtual ~GeneticSwap(){}
CouponLeg_CONSTPTR getLeg1()const{return leg1_;}
CouponLeg_CONSTPTR getLeg2()const{return leg2_;}
// implement
boost::shared_ptr<GeneticSwap> getSubGeneticSwap(size_t indexStart, size_t indexEnd) const;
};
typedef boost::shared_ptr<GeneticSwap> GeneticSwap_PTR;
typedef boost::shared_ptr<const GeneticSwap> GeneticSwap_CONSTPTR;