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