Financial options
Options and pricer factories. More...
Classes | |
| class | marian::EuroOpt |
| Class implementing a European options. More... | |
| class | marian::EuroOptFactory |
| Class implements factory for European OptionClass is implementation of marian::AbstractPricerFactory. It is use to create objects that parametrize the FDM pricer used to value European Option. More... | |
| class | marian::Option |
| Interface for financial derivativesClass implements abstraction of financial option. More... | |
| class | marian::DCOption< T > |
| Deeply copyable Option. More... | |
| class | marian::AbstractPricerFactory |
| Class implements the interface for Abstract Factory. More... | |
| class | marian::DCAbstractPricerFactory< T > |
| Deeply copyable AbstractPricerFactory. More... | |
