public void Reset()
{
_volatilityEstimator = new VolatilityEstimator(_threshold);
LatestCallStrike = double.NaN;
LatestPutStrike = double.NaN;
LatestPrice = null;
}
/// <summary>
/// Create a new instance of price discovery
/// </summary>
/// <param name="threshold">is size of the threshold used for in the Runner (in the intrinsic time)</param>
public PriceDiscovery(double threshold)
{
_threshold = threshold;
_volatilityEstimator = new VolatilityEstimator(_threshold);
}
