CallOption.h
#pragma once #include "stdafx.h" #include "BlackScholesModel.h" class CallOption { public: CallOption(); double strike; double maturity; double payoff(double stockAtMaturity) const { if (stockAtMaturity>strike) { return stockAtMaturity - strike; } else { return 0.0; } } double price( const BlackScholesModel& bsm ) const; };