24#ifndef quantlib_dp_vpp_intrinsic_value_engine_hpp
25#define quantlib_dp_vpp_intrinsic_value_engine_hpp
33 class YieldTermStructure;
37 VanillaVPPOption::results> {
40 std::vector<Real> powerPrices,
42 ext::shared_ptr<YieldTermStructure> rTS);
50 const ext::shared_ptr<YieldTermStructure>
rTS_;
const std::vector< Real > powerPrices_
void calculate() const override
const Real fuelCostAddon_
const ext::shared_ptr< YieldTermStructure > rTS_
const std::vector< Real > fuelPrices_
template base class for option pricing engines
Base class for pricing engines.
vanilla virtual power plant option