VanillaOption::VanillaOption(const PayOff& ThePayOff_, double Expiry_) : Expiry(Expiry_)
{
    // Call the virtual constructor so as to really creat another object. So the PayOff object in this
    // VanillaOption object will not depend on the object outside.
    ThePayOffPtr = ThePayOff_.clone();
}
PayOffBridge::PayOffBridge(const PayOff& innerPayOff)
{
    ThePayOffPtr = innerPayOff.clone();
}
Exemple #3
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VanillaOption::VanillaOption(const PayOff& ThePayOff_, double Expiry_)
                           :  Expiry(Expiry_)
{
    ThePayOffPtr = ThePayOff_.clone();
}