pricingEngine.hpp

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#ifndef JULIAN_PRICINGENGINE_HPP
#define JULIAN_PRICINGENGINE_HPP

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

namespace julian {
  
  class PricingEngine {
  public:
    virtual double prize(const SmartPointer<MarketModel>&,const SmartPointer<Option>&) const = 0;

    virtual PricingEngine* clone() const = 0;
    
    virtual ~PricingEngine(){};
  };


  template<typename T>
  class DeeplyCopyablePricingEngine : public PricingEngine {
  public:
    virtual PricingEngine* clone() const {
      return new T(static_cast<const T&>(*this));
    }
  };
}  // namespace julian
#endif