public WholeViewModel()
{
generateHistory = new BackTestGenerateHistoryVM();
pricingViewModel = new VanillaCallPricingVM();
Facade facade = new Facade(generateHistory.GenerateHistory, pricingViewModel.Pricing);
viewFacade = new ViewFacade(facade);
}
/**
* Constructor for a hardcoded Basket Option.
* */
public OptionBasket(IPricingViewModel ipricing, String name, DateTime startDate, DateTime maturity, Share[] shares, double strike, double[] weights)
{
myPricer = ipricing;
oName = name;
currentDate = startDate;
oMaturity = maturity;
oShares = shares;
oStrike = strike;
oWeights = weights;
}
/**
* Constructor for a hardcoded Vanilla Call Option.
* */
public OptionVanilla(IPricingViewModel ipricing, String name, DateTime startDate, DateTime maturity, Share[] shares, double strike)
{
currentDate = startDate;
myPricer = ipricing;
oName = name;
oMaturity = maturity;
oShares = shares;
oStrike = strike;
oWeight = new double[1];
oWeight[0] = 1;
}
/**
* see AbstractOptionCombobox.setPricer
**/
public override void setPricer(IPricingViewModel myPricingVM, IGenerateHistoryViewModel myGenHistoryVM)
{
myPricingVM.Pricing.oMaturity = oMaturity;
myPricingVM.Pricing.oName = oName;
myPricingVM.Pricing.oShares = oShares;
myPricingVM.Pricing.oStrike = oStrike;
myGenHistoryVM.GenerateHistory.endTime = oMaturity;
myGenHistoryVM.GenerateHistory.strike = oStrike;
myGenHistoryVM.GenerateHistory.underlyingShares = oShares;
myGenHistoryVM.GenerateHistory.vanillaCallName = oName;
myGenHistoryVM.GenerateHistory.weight = oWeight;
}
/** * * Method used to inform the pricer and the historical generator * of the specification of the selected Option * **/ abstract public void setPricer(IPricingViewModel myPricingVM, IGenerateHistoryViewModel myGenHistoryVM);
