PathIndependentOption.h
#pragma once #include "stdafx.h" /** * This states that all path independent options * have a payoff determined by the final stock price */ class PathIndependentOption { public: /* A virtual destructor */ virtual ~PathIndependentOption() {} /* Returns the payoff at maturity */ virtual double payoff( double finalStockPrice) const = 0; /* Returns the maturity of the option */ virtual double getMaturity() const = 0; };