MonteCarloPricer.h
#pragma once #include "stdafx.h" #include "PathIndependentOption.h" #include "BlackScholesModel.h" class MonteCarloPricer { public: /* Constructor */ MonteCarloPricer(); /* Number of scenarios */ int nScenarios; /* Price a call option */ double price( const PathIndependentOption& option, const BlackScholesModel& model ); }; void testMonteCarloPricer();