public HestonParametersGrading(double initialStockPrice, double riskFreeRate, double kappa, double theta, double sigma, double rho, double v0)
{
if (2 * kappa * theta <= sigma * sigma)
{
Console.WriteLine("Feller condition 2 kappa theta > sigma^2 condition violated.");
}
InitialStockPrice = initialStockPrice;
RiskFreeRate = riskFreeRate;
VarianceParameters = new VarianceProcessParametersGrading(kappa, theta, sigma, rho, v0);
}
public Hestonmodelparameter(double S, double r, IVarianceProcessParameters varianceParameters)
{
this.S = S;
this.r = r;
this.varianceParameters = varianceParameters;
}
public Hestonmodelparameter()
{
this.S = 100;
this.r = 0.1;
this.varianceParameters = new Hestonparameter(2, 0.06, 0.4, 0.04, 0.5);
}
