option.hpp

#ifndef MARIAN_OPTION_HPP
#define MARIAN_OPTION_HPP

#include <utils/SmartPointer.hpp>
#include <financial/options/pricerAbstractFactory.hpp>

namespace marian {

  class Option {
  public:
    Option(){};
    virtual SmartPointer<AbstractPricerFactory> allocateFactory() const = 0;
    
    virtual ~Option() {};
    
        
    virtual double getT() const = 0;
    
    virtual Option* clone() const = 0;
  };

  template<typename T>
  class DCOption : public Option {
  public:
    virtual Option* clone() const {
      return new T(static_cast<const T&>(*this));
    }
  };
}  // namespace marian


#endif /* MARIAN_OPTION_HPP */