QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <conundrumpricer.hpp>
Public Member Functions | |
virtual | ~VanillaOptionPricer ()=default |
virtual Real | operator() (Real strike, Option::Type optionType, Real deflator) const =0 |
Definition at line 37 of file conundrumpricer.hpp.
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virtualdefault |
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pure virtual |
Implemented in MarketQuotedOptionPricer.