Interface for financial derivativesClass implements abstraction of financial option.

#include <option.hpp>

Inheritance diagram for marian::Option:

Public Member Functions
virtual SmartPointer< AbstractPricerFactory >	allocateFactory () const =0
	Method allocating Abstract Factory. More...

virtual	~Option ()
	Destructor.

virtual double	getT () const =0
	Returns maturity of option.

virtual Option *	clone () const =0
	Virtual copy constructor.

Member Function Documentation

virtual SmartPointer<AbstractPricerFactory> marian::Option::allocateFactory ( ) const

pure virtual

Method is used by FDM pricer to generate settings of finite difference algorithm. Compare marian::AbstractPricerFactory

Implemented in marian::EuroOpt.

The documentation for this class was generated from the following file:

Public Member Functions