public Option(OptionInfo optInfo)
{
optionInfo = optInfo;
rnds = new RndGenerator(optionInfo.NumberOfSteps);
SS1 = new double[optionInfo.NumberOfSteps + 1];
SS2 = new double[optionInfo.NumberOfSteps + 1];
}
public Greeks(OptionInfo optInfo)
{
optionInfo = optInfo;
Prices = new double[optionInfo.NumberOfSimulation];
Asian_Prices = new double[optionInfo.NumberOfSimulation];
Digital_Prices = new double[optionInfo.NumberOfSimulation];
Lookback_Prices = new double[optionInfo.NumberOfSimulation];
Range_Prices = new double[optionInfo.NumberOfSimulation];
Barrier_Prices = new double[optionInfo.NumberOfSimulation];
rnd = new RndGenerator(optionInfo.NumberOfSteps);
rnds = new double[optionInfo.NumberOfSteps];
}