public KirkSpreadOptionEngine(BlackProcess process1, BlackProcess process2, Handle <Quote> correlation) { process1_ = process1; process2_ = process2; rho_ = correlation; }
public KirkEngine(BlackProcess process1, BlackProcess process2, double correlation) { process1_ = process1; process2_ = process2; rho_ = correlation; process1_.registerWith(update); process2_.registerWith(update); }