Files

UpAndOutOption.h

#pragma once

#include "KnockoutOption.h"

class UpAndOutOption : public KnockoutOption {
public:
    double payoff(
        const std::vector<double>& prices ) const;

	double price(
		const BlackScholesModel& model) const {
		if (model.stockPrice >= getBarrier())
			return 0;
		return KnockoutOption::price(model);
	}
};


void testUpAndOutOption();