53 lines
1.1 KiB
C++
53 lines
1.1 KiB
C++
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//
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// Created by David Doebel on 05.03.2026.
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//
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#ifndef QUANTENGINE_EXERCISE_HPP
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#define QUANTENGINE_EXERCISE_HPP
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#include <vector>
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class Exercise {
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public:
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Exercise() = default;
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virtual ~Exercise() = default;
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enum class Type {
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European,
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American,
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Bermudan
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};
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virtual Type type() const = 0;
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protected:
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std::vector<double> exercise_times_;
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};
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class EuropeanExercise : public Exercise {
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EuropeanExercise() : type_(Type::European) {};
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EuropeanExercise(double maturity) : type_(Type::European){
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exercise_times_.push_back(maturity);
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}
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~EuropeanExercise() override = default;
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[[nodiscard]] Type type() const override {
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return type_;
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}
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private:
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Type type_;
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};
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class AmericanExercise : public Exercise{
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AmericanExercise() : type_(Type::American) {};
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AmericanExercise(double maturity) : type_(Type::American) {
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exercise_times_.push_back(0);
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exercise_times_.push_back(maturity);
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}
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[[nodiscard]] Type type() const override {
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return type_;
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}
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private:
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Type type_;
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};
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#endif //QUANTENGINE_EXERCISE_HPP
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