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(); }
VanillaOption::VanillaOption(const PayOff& ThePayOff_, double Expiry_) : Expiry(Expiry_) { ThePayOffPtr = ThePayOff_.clone(); }