/// <summary>Initializes a new instance of the <see cref="BlackEuropeanStraddle"/> class.
/// </summary>
/// <param name="impliedVolatilityApproach">The algorithm used to calculate implied volatility.</param>
public BlackEuropeanStraddle(IImpliedVolatilityApproach impliedVolatilityApproach = null)
{
if (impliedVolatilityApproach == null)
{
m_ImpliedVolatilityApproach = sm_StandardImpliedVolatilityApproach;
}
else
{
m_ImpliedVolatilityApproach = impliedVolatilityApproach;
}
}
/// <summary>Initializes a new instance of the <see cref="BachelierEuropeanCall"/> class.
/// </summary>
/// <param name="impliedVolatilityApproach">The algorithm used to calculate implied volatility.</param>
public BachelierEuropeanCall(IImpliedVolatilityApproach impliedVolatilityApproach = null)
{
if (impliedVolatilityApproach == null)
{
m_ImpliedVolatilityApproach = sm_StandardImpliedVolatilityApproach;
}
else
{
m_ImpliedVolatilityApproach = impliedVolatilityApproach;
}
}
/// <summary>Initializes a new instance of the <see cref="BlackEuropeanStraddle"/> class.
/// </summary>
/// <param name="strike">The strike.</param>
/// <param name="forward">The forward.</param>
/// <param name="timeToExpiry">The time span between valuation date and expiry date.</param>
/// <param name="discountFactor">The discount factor at <paramref name="timeToExpiry"/>.</param>
/// <param name="impliedVolatilityApproach">The algorithm used to calculate implied volatility.</param>
public BlackEuropeanStraddle(double strike, double forward, double timeToExpiry, double discountFactor, IImpliedVolatilityApproach impliedVolatilityApproach = null)
: base(strike, forward, timeToExpiry, discountFactor)
{
if (impliedVolatilityApproach == null)
{
m_ImpliedVolatilityApproach = sm_StandardImpliedVolatilityApproach;
}
else
{
m_ImpliedVolatilityApproach = impliedVolatilityApproach;
}
}
/// <summary>Initializes the <see cref="BlackEuropeanStraddle" /> class.
/// </summary>
static BlackEuropeanStraddle()
{
sm_StandardImpliedVolatilityApproach = ImpliedBlackVolatilityApproach.SOR_TS.Create();
}
/// <summary>Initializes the <see cref="BachelierEuropeanStraddle" /> class.
/// </summary>
static BachelierEuropeanStraddle()
{
sm_StandardImpliedVolatilityApproach = ImpliedBachelierVolatilityApproach.SOR.Create();
}
