Reputation: 299
I have two base classes, valuationFunction and SimulationEngine where I believe I have created a circular reference that I'm not sure how to sort out. Originally I only had SimulationEngine include ValuationFunction, but then I created the enum RiskFactor
in SimulationEngine that I need ValuationFunction to recognize, and that's where I think my trouble stems from. Just looking at this it obviously seems wrong since the two header filers are including each other, but how else would I get the ValuationFunction (and all it's inherited classes) to be able to take an object of type RiskFactor
as input?
SimulationEngine :
#pragma once
#define SIMULATION_ENGINE_H
#include "valuationFunction.h"
#include "Wrapper.h"
class SimulationEngine
{
public:
enum RiskFactor { interest_rate, equity, volatility, FX_rate };
SimulationEngine(double horizon, Wrapper<valuationFunction> theFunction_, RiskFactor simulatedRiskFactor);
virtual void DoOnePath(double vol, double normvariate) = 0;
virtual SimulationEngine* clone() const = 0;
const virtual double GetHorizon();
Wrapper<valuationFunction>& GetFunction();
RiskFactor simulatedRiskFactor;
protected:
double horizon;
Wrapper<valuationFunction> theFunction;
};
ValuationFunction:
#pragma once
#define VALUATION_FUNCTION_H
#include "SimulationEngine.h"
class valuationFunction
{
public:
valuationFunction(double TTM);
virtual void ValueInstrument() = 0;
virtual double GetValue() const;
virtual void RiskFactorAdd(double increment, SimulationEngine::RiskFactor simulatedRiskFactor) = 0;
virtual void RiskFactorMultiply(double factor, SimulationEngine::RiskFactor simulatedRiskFactor) = 0;
virtual void UpdateTTM(double timeStep);
virtual valuationFunction* clone() const = 0;
virtual ~valuationFunction() {}
private:
protected:
double f;
double TTM;
};
Upvotes: 0
Views: 46
Reputation: 275600
Create RiskFactor.h. Stick the enum in there. Include it in both headers.
Upvotes: 4