PutOption.h
#pragma once #include "stdafx.h" #include "BlackScholesModel.h" #include "PathIndependentOption.h" class PutOption : public ContinuousTimeOptionBase { public: /* Calculate the payoff of the option given a history of prices */ double payoff( const std::vector<double>& stockPrices ) const; double price( const BlackScholesModel& bsm ) const; bool isPathDependent() const { return false; }; }; void testPutOption();