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// Copyright (C) 2016 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef PAYOFFBASE_H
#define PAYOFFBASE_H
#include <functional>
#include <Eigen/Dense>
/** \file PayOffBase.h
* \brief used to map python to function used for pay off
* \brief base class for pay off
* \author Xavier Warin
*/
namespace StOpt
{
/// \class PayOffBase PayOffBase.h
/// Base class for pay off for python binding
class PayOffBase
{
public :
PayOffBase() {}
// virtual ~PayOffBase() {}
/// \brief get back the function pay off
virtual std::function<double(const int &, const Eigen::ArrayXd &, const Eigen::ArrayXd &)> getFunction() const = 0;
} ;
}
#endif /* PAYOFFBASE_H */
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