analyticalPricingEngine.hpp

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#ifndef JULIAN_ANALITYCALPRICINGENGINE_HPP
#define JULIAN_ANALITYCALPRICINGENGINE_HPP

#include <utils/smartPointer.hpp>
#include <pricingEngines/pricingEngine.hpp>

namespace julian {
  class AnalyticalPricingEngine : public DeeplyCopyablePricingEngine<AnalyticalPricingEngine> {
  public:
    AnalyticalPricingEngine(){};

    double prize(const SmartPointer<MarketModel>&, const SmartPointer<Option>&) const;

    virtual ~AnalyticalPricingEngine(){};
  };
  
}


#endif