public VanillaOption()
: base()
{
_type = OptionPricing.Type.Call;
_method = ValuationMethod.Analytic;
_npv = 0.0;
_dividend = 0.0;
}
public VanillaOption()
: base()
{
_type = OptionPricing.Type.Call;
_method = ValuationMethod.Analytic;
_npv = 0.0;
_dividend = 0.0;
}
public VanillaOption(Exercise extype, double strike, double spot, double dividend, double riskfreerate,
double ttm, double vol, Date date, ValuationMethod method, Type type)
: base(extype, strike, spot, dividend, riskfreerate, ttm, vol, date)
{
_type = type;
_method = method;
_dividend = dividend;
_npv = 0.0;
}
public VanillaOption(Exercise extype, double strike, double spot, double dividend, double riskfreerate,
double ttm, double vol, Date date, ValuationMethod method, Type type)
: base(extype, strike, spot, dividend, riskfreerate, ttm, vol, date)
{
_type = type;
_method = method;
_dividend = dividend;
_npv = 0.0;
}
public double Npv(ValuationMethod method)
{
return(_npv);
}
public double Npv(ValuationMethod method)
{
return _npv;
}
