marian::DCOption< T > Class Template Reference

Deeply copyable Option. More...

#include <option.hpp>

Inheritance diagram for marian::DCOption< T >:
marian::Option

Public Member Functions

virtual Optionclone () const
 Virtual copy constructor.
 
- Public Member Functions inherited from marian::Option
virtual SmartPointer< AbstractPricerFactoryallocateFactory () const =0
 Method allocating Abstract Factory. More...
 
virtual ~Option ()
 Destructor.
 
virtual double getT () const =0
 Returns maturity of option.
 

Detailed Description

template<typename T>
class marian::DCOption< T >

Class implements Curiously Recurring Template Pattern (see Wikipedia site).

When using polymorphism, one sometimes needs to create copies of objects by the base class pointer. A commonly used idiom for this is adding a virtual clone function that is defined in every derived class. The CRTP can be used to avoid having to duplicate that function or other similar functions in every derived class.

For more information about virtual copy constructor see [14]


The documentation for this class was generated from the following file:
  • C:/Unix/home/OEM/fdm/src/financial/options/option.hpp