UpAndInOption.h
#pragma once
#include "BarrierOption.h"
class UpAndInOption : public BarrierOption {
public:
double payoff(
const std::vector<double>& prices) const;
};
void testUpAndInOption();
Downloads: Visual Studio 2012, Visual Studio 2013+, Unix, XCode, Other.
#pragma once
#include "BarrierOption.h"
class UpAndInOption : public BarrierOption {
public:
double payoff(
const std::vector<double>& prices) const;
};
void testUpAndInOption();