QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
VanillaOptionPricer Class Referenceabstract

#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.