1 #ifndef MARIAN_EUROOPT_HPP 2 #define MARIAN_EUROOPT_HPP 6 #include <financial/options/option.hpp> 36 double getT()
const override;
39 double payoff(
const double s)
const;
41 friend std::ostream& operator<<(std::ostream&,
EuroOpt&);
OptionType
Types of options.
Definition: types.hpp:8
OptionType type_
Option's type.
Definition: euroOpt.hpp:45
SmartPointer< AbstractPricerFactory > allocateFactory() const override
Method allocating Abstract Factory.
Definition: euroOpt.cpp:54
double getK() const
Returns strike.
Definition: euroOpt.cpp:9
Template of deep-coping smart pointer.
Definition: smartPointer.hpp:9
Definition: backwardKolmogorovEq.cpp:5
double getT() const override
Returns maturity.
Definition: euroOpt.cpp:16
double T_
Option's maturity.
Definition: euroOpt.hpp:44
double payoff(const double s) const
Calculates payoff.
Definition: euroOpt.cpp:37
double strike_
Option's strike.
Definition: euroOpt.hpp:43
EuroOpt()
Default constructor.
Definition: euroOpt.hpp:19
Class implementing a European options.
Definition: euroOpt.hpp:12
EuroOpt(double strike, double T, OptionType type)
Constructor.
Definition: euroOpt.hpp:26
OptionType getType() const
Returns option's type.
Definition: euroOpt.cpp:23
Deeply copyable Option.
Definition: option.hpp:50