34 lines
704 B
C++
34 lines
704 B
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_INSTRUMENT_HPP
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#define QUANTENGINE_INSTRUMENT_HPP
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#include "Payoff.hpp"
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#include "PricingEngine.hpp"
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#include <memory>
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class PricingEngine;
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class Instrument {
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public:
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Instrument() = default;
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Instrument(double maturity, std::unique_ptr<Payoff> payoff, std::unique_ptr<PricingEngine> engine);
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double price() const;
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[[nodiscard]] double maturity() const {
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return maturity_;
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}
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[[nodiscard]] Payoff& payoff() const {
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return *payoff_;
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}
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protected:
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double maturity_;
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std::unique_ptr<Payoff> payoff_;
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std::unique_ptr<PricingEngine> engine_;
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};
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#endif //QUANTENGINE_INSTRUMENT_HPP
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