Market models for option pricing. More...

Classes
class	julian::BlackScholesModel
	Class implements Black Scholes model. More...

class	julian::MarketModel
	Interface for objects representing market models. More...

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

Detailed Description

Market models for option pricing.

Classes