public void Finish(double dividend, double yearsToMaturity)
{
_volatilityEstimator.Finish();
_latestVolatility = _volatilityEstimator.NormalizedVolatility;
LatestCallStrike = AmericanOption.PriceCall(_latestVolatility, dividend, LatestPrice.FloatMid, yearsToMaturity);
LatestPutStrike = AmericanOption.PricePut(_latestVolatility, dividend, LatestPrice.FloatMid, yearsToMaturity);
}
/// <summary>
/// Main entry point
/// </summary>
/// <param name="args"></param>
static void Main(string[] args)
{
AmericanOption.TestFunctions();
//TestSwaptionPricing(Path.Combine(DataFolder, "swaption_pricing.txt"));
//TestLiborMarketModel(Path.Combine(DataFolder, "lmm_forward_rates.txt"), Path.Combine(DataFolder, "yield_curve.txt"));
//TestCapletPricing(Path.Combine(DataFolder, "caplet_pricing.txt"));
//TestCapPricing(Path.Combine(DataFolder, "cap_pricing.txt"));
//Console.WriteLine("\n\nPress any key");
//Console.ReadKey();
}
