1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2006 Mark Joshi
5 
6  This file is part of QuantLib, a free-software/open-source library
7  for financial quantitative analysts and developers - http://quantlib.org/
8 
9  QuantLib is free software: you can redistribute it and/or modify it
10  under the terms of the QuantLib license.  You should have received a
11  copy of the license along with this program; if not, please email
12  <quantlib-dev@lists.sf.net>. The license is also available online at
13  <http://quantlib.org/license.shtml>.
14 
15  This program is distributed in the hope that it will be useful, but WITHOUT
16  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17  FOR A PARTICULAR PURPOSE.  See the license for more details.
18 */
19 
20 
21 #ifndef quantlib_market_model_discounter_hpp
22 #define quantlib_market_model_discounter_hpp
23 
24 #include <ql/types.hpp>
25 #include <vector>
26 
27 namespace QuantLib {
28 
29     class CurveState;
30 
31     class MarketModelDiscounter {
32       public:
33         MarketModelDiscounter(Time paymentTime,
34                               const std::vector<Time>& rateTimes);
35         Real numeraireBonds(const CurveState&,
36                             Size numeraire) const;
37       private:
38         Size before_;
39         Real beforeWeight_;
40     };
41 
42 }
43 
44 #endif
45