org.drip.param.pricer

Interface GenericPricer

All Known Implementing Classes:

BlackNormalAlgorithm, BlackScholesAlgorithm, FokkerPlanckGenerator, HestonStochasticVolatilityAlgorithm

public interface GenericPricer

GenericPricer is the Base Stub on top which all the Custom Pricers are implemented.

Author:

Lakshmi Krishnamurthy