/// <summary>
/// initialises pricing engine.
/// </summary>
/// <param name="engine">the new pricing engine</param>
public void SetPricingEngine(PricingEngine engine)
{
Debug.Assert(engine != null, "engine==null");
_engine = engine;
// following will trigger recalculation and notify observers
Update();
SetUpEngine();
}
public ImpliedVolHelper(PricingEngine engine, double targetValue)
{
_engine = engine;
_targetValue = targetValue;
}
public Option(PricingEngine engine)
{
Debug.Assert(engine != null, "engine==null");
_engine = engine;
}
public VanillaOption(double price, double strike, double rate, double dividend, double volatility,
double timeToMaturity, OptionType type, OptionExercise exercise, PricingEngine engine)
{
throw new NotImplementedException();
}