public Option(double currentPrice, double riskFreeRate, int expirationPeriods, double u, double d, double qu, PutCallType putCallType, AmericanEuropeanType americanEuropeanType)
{
this.currentPrice = currentPrice;
this.riskFreeRate = riskFreeRate;
this.expirationPeriods = expirationPeriods;
this.u = u;
this.d = d;
this.qu = qu;
this.qd = 1 - qu;
this.putCallType = putCallType;
this.americanEuropeanType = americanEuropeanType;
}
private AmericanEuropeanType americanEuropeanType; // American/european
public ZeroCouponBondOption(double rate, double u, double d, double qu, int expirationPeriods, double strike, PutCallType putCallType, AmericanEuropeanType americanEuropeanType)
{
this.zcb = new ZeroCouponBond(rate, u, d, qu);
this.rate = rate;
this.u = u;
this.d = d;
this.qu = qu;
this.qd = 1 - qu;
this.expirationPeriods = expirationPeriods;
this.strike = strike;
this.putCallType = putCallType;
this.americanEuropeanType = americanEuropeanType;
}
