Vanilla1.cpp

#include "Vanilla1.h"

VanillaOption::VanillaOption(PayOff& ThePayOff_, double Expiry_) : ThePayOff(ThePayOff_), Expiry(Expiry_) {}

double VanillaOption::GetExpiry() const {
    return Expiry;
}

double VanillaOption::OptionPayOff(double Spot) const {
    return thePayOff(Spot);
}