/// <summary>
/// Method constructs QuantLib option price model with necessary estimators of underlying volatility, risk free rate, and underlying dividend yield
/// </summary>
/// <param name="pricingEngineFunc">Function modeled stochastic process, and returns new pricing engine to run calculations for that option</param>
/// <param name="underlyingVolEstimator">The underlying volatility estimator</param>
/// <param name="riskFreeRateEstimator">The risk free rate estimator</param>
/// <param name="dividendYieldEstimator">The underlying dividend yield estimator</param>
public QLOptionPriceModel(PricingEngineFunc pricingEngineFunc, IQLUnderlyingVolatilityEstimator underlyingVolEstimator, IQLRiskFreeRateEstimator riskFreeRateEstimator, IQLDividendYieldEstimator dividendYieldEstimator)
{
_pricingEngineFunc = (option, process) => pricingEngineFunc(process);
_underlyingVolEstimator = underlyingVolEstimator ?? new ConstantQLUnderlyingVolatilityEstimator();
_riskFreeRateEstimator = riskFreeRateEstimator ?? new ConstantQLRiskFreeRateEstimator();
_dividendYieldEstimator = dividendYieldEstimator ?? new ConstantQLDividendYieldEstimator();
}
/// <summary>
/// Method constructs QuantLib option price model with necessary estimators of underlying volatility, risk free rate, and underlying dividend yield
/// </summary>
/// <param name="pricingEngineFunc">Function modeled stochastic process, and returns new pricing engine to run calculations for that option</param>
/// <param name="underlyingVolEstimator">The underlying volatility estimator</param>
/// <param name="riskFreeRateEstimator">The risk free rate estimator</param>
/// <param name="dividendYieldEstimator">The underlying dividend yield estimator</param>
/// <param name="allowedOptionStyles">List of option styles supported by the pricing model. It defaults to both American and European option styles</param>
public QLOptionPriceModel(PricingEngineFunc pricingEngineFunc, IQLUnderlyingVolatilityEstimator underlyingVolEstimator, IQLRiskFreeRateEstimator riskFreeRateEstimator, IQLDividendYieldEstimator dividendYieldEstimator, OptionStyle[] allowedOptionStyles = null)
: this((option, process) => pricingEngineFunc(process), underlyingVolEstimator, riskFreeRateEstimator, dividendYieldEstimator, allowedOptionStyles)
{
}