public Option(double _spot, double _strike, double _maturity, double _rate, double _volatility, Enums.OptionType type)
{
Spot = _spot;
Strike = _strike;
Maturity = _maturity;
Rate = _rate;
Volatility = _volatility;
Type = type;
}
protected Option(
double strike,
double dailyVolatility,
double riskFreeRate,
double stockPrice,
DateTime maturity,
DateTime valuationDate,
Enums.OptionType optionType,
Func <double, double> payOffFunction)
{
Strike = strike;
DailyVolatility = dailyVolatility;
RiskFreeRate = riskFreeRate;
StockPrice = stockPrice;
Maturity = maturity;
ValuationDate = valuationDate;
OptionType = optionType;
PayOffFunction = payOffFunction;
}
public BlackScholesOption(double strike, double dailyVolatility, double riskFreeRate, double stockPrice, DateTime maturity, DateTime valuationDate, Enums.OptionType optionType, Func <double, double> payOffFunction)
: base(strike, dailyVolatility, riskFreeRate, stockPrice, maturity, valuationDate, optionType, payOffFunction)
{
SetBlackScholesPrice();
}
