public static void Compute(OptionPosition option)
{
IOptionsPricingModel pricingModel;
switch (option.Model)
{
case OptionPricingModel.Binomial:
pricingModel = new BinomialModel();
break;
case OptionPricingModel.BlackScholes:
pricingModel = new BlackScholesModel();
break;
case OptionPricingModel.ExpliciteFiniteDifference:
pricingModel = new ExpliciteFiniteDifferenceModel();
break;
case OptionPricingModel.Trinomial:
pricingModel = new TrinomialModel();
break;
default:
throw new InvalidOperationException($"No implementation for {option.Model}");
}
pricingModel.Compute(option);
}
public static void Compute(OptionPosition option) {
IOptionsPricingModel pricingModel;
switch (option.Model) {
case OptionPricingModel.Binomial:
pricingModel = new BinomialModel();
break;
case OptionPricingModel.BlackScholes:
pricingModel = new BlackScholesModel();
break;
case OptionPricingModel.ExpliciteFiniteDifference:
pricingModel = new ExpliciteFiniteDifferenceModel();
break;
case OptionPricingModel.Trinomial:
pricingModel = new TrinomialModel();
break;
default:
throw new InvalidOperationException($"No implementation for {option.Model}");
}
pricingModel.Compute(option);
}
