QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
#include <ql/cashflows/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.
|
virtualdefault |
|
pure virtual |
Implemented in MarketQuotedOptionPricer.