File contains definition of PricingEngine interface. More...

#include <utils/smartPointer.hpp>
#include <marketModels/marketModel.hpp>
#include <instruments/options/option.hpp>

Classes
class	julian::PricingEngine
	Interface for all pricing engines. More...

class	julian::DeeplyCopyablePricingEngine< T >
	Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing PricingEngine. More...

Detailed Description

File contains definition of PricingEngine interface.

Classes