VanillaOptionPricer Class Reference

#include <conundrumpricer.hpp>

Inheritance diagram for VanillaOptionPricer:

Collaboration diagram for VanillaOptionPricer:

Public Member Functions
virtual	~VanillaOptionPricer ()=default
virtual Real	operator() (Real strike, Option::Type optionType, Real deflator) const =0

Detailed Description

Definition at line 37 of file conundrumpricer.hpp.

Constructor & Destructor Documentation

~VanillaOptionPricer()

virtual ~VanillaOptionPricer ( )

virtualdefault

Member Function Documentation

operator()()

virtual Real operator() ( Real  strike, Option::Type  optionType, Real  deflator  ) const

pure virtual

Implemented in MarketQuotedOptionPricer.