void Initialize()
{
OptionParameters parameters = Parameters as OptionParameters;
var ptA = new Pointf(0f, 0f);
var ptB = new Pointf(10.0f, 1f);
_linear = new LinearEvaluator(ptA, ptB);
_power = new PowerEvaluator(ptA, ptB, 2);
}
public OptionPrice GetOptionPrice(OptionParameters parameters)
{
Console.WriteLine("GetOptionPrice");
OptionParameters parms = new OptionParameters();
parms = parameters;
OptionPrice op = new OptionPrice(20);
op.OPtionPrice = 33.0;
return(op);
}
public override void Consider(OptionContext context)
{
OptionParameters parameters = (OptionParameters)Parameters;
Utility = new Utility(parameters.Power ? _power.Evaluate(context.XVal9) : _linear.Evaluate(context.XVal9), Weight);
}
public OptionParameters(OptionParameters parameters) : this()
{
Power = parameters.Power;
}
