21 lines
420 B
C++
21 lines
420 B
C++
//
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// Created by David Doebel on 03.03.2026.
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//
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#ifndef OPTION_PRICING_PAYOFF_HPP
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#define OPTION_PRICING_PAYOFF_HPP
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class Payoff {
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public:
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virtual double operator()(double ST) const = 0;
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virtual ~Payoff() = default;
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};
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class CallPayoff : public Payoff {
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public:
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CallPayoff(double K) : K_(K) {}
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double operator()(double ST) const override;
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private:
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double K_;
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};
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#endif //OPTION_PRICING_PAYOFF_HPP
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