euroOptFactory.hpp

#ifndef MARIAN_EUROOPTFACTORY_HPP
#define MARIAN_EUROOPTFACTORY_HPP

#include <financial/options/pricerAbstractFactory.hpp>
#include <financial/options/euroOpt.hpp>


namespace marian {

  class EuroOptFactory : public DCAbstractPricerFactory<EuroOptFactory> {
  public:
    EuroOptFactory(){};

    EuroOptFactory(EuroOpt option):
      k_(option.getK()), t_(option.getT()), type_(option.getType()) {}
    
    std::vector<SmartPointer<BoundaryCondition> > getBoundarySpotConditions(Market m, double low,double upp) override;
    std::vector<double> initialCondition(const std::vector<double>& grid);
    double lowerSpotLmt() override;
    double upperSpotLmt() override;
    double getConcentrationPoint()  override;
  private:
    double k_; 
    double t_; 
    OptionType type_;  
  };
}  // namespace marian

#endif /* MARIAN_EUROOPTFACTORY_HPP */