26 lines
569 B
C++
26 lines
569 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_PRICINGENGINE_HPP
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#define QUANTENGINE_PRICINGENGINE_HPP
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#include <memory>
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#include "StochasticProcess.hpp"
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class Instrument;
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class PricingEngine {
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public:
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PricingEngine() = default;
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PricingEngine(std::unique_ptr<StochasticProcess> process) : process_(std::move(process)){}
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virtual ~PricingEngine() = default;
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virtual double calculate(const Instrument& instrument) const = 0;
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protected:
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std::unique_ptr<StochasticProcess> process_;
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};
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#endif //QUANTENGINE_PRICINGENGINE_HPP
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