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