public static double GetPut(ITrade trade, CalcOptionParameters parameters)
{
var time = (trade.Expiry.Date.ToOADate() - parameters.CurrentDate.Date.ToOADate()) / 365;
var put = PutOption(parameters.CurrentSpotPrice, trade.StrikePrice, time, parameters.CurrentRisk, parameters.Volatility, parameters.Divident);
return(put);
}
public EuropianTradeOption(ITrade trade,
CalcOptionParameters parameters,
Func <ITrade, CalcOptionParameters, double> getPut,
Func <ITrade, CalcOptionParameters, double> getCall)
{
Init(trade);
_getPut = getPut;
_getCall = getCall;
Parameters = parameters;
}