rangeSetup.hpp

#ifndef MARIAN_RANGESETUP_HPP
#define MARIAN_RANGESETUP_HPP

#include <financial/options/option.hpp>
#include <financial/market.hpp>

namespace marian {

  class RangeSetup {
  public:
    virtual double getUpperBound(Market ,SmartPointer<Option>) const = 0;
    
    virtual double getLowerBound(Market ,SmartPointer<Option>) const = 0;
    
    virtual RangeSetup* clone() const = 0;
    
    virtual ~RangeSetup(){}

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

#endif /* MARIAN_RANGESETUP_HPP */