IntegralEngine Class Reference

Pricing engine for European vanilla options using integral approach. More...

#include <integralengine.hpp>

Inheritance diagram for IntegralEngine:

Collaboration diagram for IntegralEngine:

Public Member Functions
	IntegralEngine (ext::shared_ptr< GeneralizedBlackScholesProcess >)
void	calculate () const override

Private Attributes
ext::shared_ptr< GeneralizedBlackScholesProcess >	process_

Detailed Description

Pricing engine for European vanilla options using integral approach.

Definition at line 39 of file integralengine.hpp.

Constructor & Destructor Documentation

IntegralEngine()

IntegralEngine

(

ext::shared_ptr< GeneralizedBlackScholesProcess >

process

)

Definition at line 48 of file integralengine.cpp.

Member Function Documentation

calculate()

void calculate ( ) const

override

Definition at line 53 of file integralengine.cpp.

Member Data Documentation

process_

ext::shared_ptr<GeneralizedBlackScholesProcess> process_

private

Definition at line 45 of file integralengine.hpp.