RectangleRulePricer.h
#pragma once
#include "PathIndependentOption.h"
#include "BlackScholesModel.h"
class RectangleRulePricer {
public:
int nSteps;
double price(const PathIndependentOption& option,
const BlackScholesModel& model);
RectangleRulePricer() : nSteps(1000) {}
};
void testRectangleRulePricer();