#include<iostream>
#include<cmath>
#include<vector>
#include<map>
#include"Date.h"

using namespace std;

class TermStructure{
	private:
		vector<Date> times;
		map<Date,double> yieldCurve;
		map<Date,double> discountCurve;
		map<Date,double> forwardCurve;

	public:
		
		TermStructure();
		TermStructure(vector<Date>,vector<double>);

		double yieldToDiscount();
		double discountToYield();
		virtual double linearInterpolation();
		virtual double cubicSpline();
		virtual double nelsonSigel();
		virtual double vasicek();

};
		