/// <summary>
/// Returns the Greek object for a given Greek name
/// </summary>
/// <param name="greek">Greek name</param>
/// <param name="option">Option object</param>
/// <returns></returns>
public static IGreek Create(GreekName greek, IOption option)
{
IGreek calculatedGreek = null;
switch (greek)
{
case GreekName.Delta:
calculatedGreek = new Delta(option);
break;
case GreekName.Gamma:
calculatedGreek = new Gamma(option);
break;
case GreekName.Theta:
calculatedGreek = new Theta(option);
break;
case GreekName.Vega:
calculatedGreek = new Vega(option);
break;
case GreekName.Rho:
calculatedGreek = new Rho(option);
break;
default:
break;
}
return calculatedGreek;
}
/// <summary>
/// Return a Greek value
/// </summary>
/// <param name="greekName">Greek name</param>
/// <returns>Greek value</returns>
public double GetGreekValue(GreekName greekName)
{
IGreek greek = GreekFactory.Create(greekName, this);
return greek.GetValue();
}
