ADEMethod.h

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//	LatticeMethod.h
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#ifndef ADEMethodH
#define ADEMethodH
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#include <vector>

#include "ValuationMethodBase.h"

class PseudoFactory;
class PayOff;
class ConvectionDiffusionPDE;
class ADE;

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//	LatticeMethod
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class ADEMethod : public ValuationMethodBase
{
    public:
        explicit ADEMethod(PseudoFactory &);
        ~ADEMethod();
       
        void run();
        
    private:
       // bool IsEarlyExercise_;    // true if option is American or Bermudan

        long N_;                  // time steps
        double dt_;               // time step
        double sigma_1;
        ConvectionDiffusionPDE* pde_;
        ADE*  ade_one_factor;
       
};

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#endif
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//	end of file
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