#pragma once
#include "stdafx.h"
#include "PathIndependentOption.h"
#include "KnockOutCallOption.h"
#include "BlackScholesModel.h"
#include "testing.h"
class MonteCarloPricer {
public:
    /*  Constructor */
    MonteCarloPricer();
    /*  Number of scenarios */
    int nScenarios;
    /*  Price a call option */
    double price(const PathIndependentOption& option,
        const BlackScholesModel& model);
    double price(const KnockOutCallOption& option,
        const BlackScholesModel& model);
};

void testMonteCarloPricer();