/// <summary>
/// Initializes a new instance of the European option
/// </summary>
/// <param name="parameters">Heston Model Parameter Object</param>
/// <param name="europeanOption">European option Parameter Object</param>
public EuropeanOptionFormula(HestonModelParameters parameters,
EuropeanOption europeanOption)
: base(parameters.InitialStockPrice, parameters.RiskFreeRate,
parameters.GetVariance())
{
_StrikePrice = europeanOption.StrikePrice;
_Type = europeanOption.Type;
_Maturity = europeanOption.Maturity;
}
/// <summary>
/// Initializes a new instance of Heston MC class.
/// </summary>
/// <param name="parameters">Interface holding Heston Model params.</param>
/// <param name="monteCarloSimulationSettings">Interface holding Monte carlo simulation settings.</param>
public HestonMC(HestonModelParameters parameters,
MonteCarloSettings monteCarloSimulationSettings,
double Maturity) :
base(parameters.InitialStockPrice,
parameters.RiskFreeRate,
parameters.GetVariance())
{
_NumberOfTrials = monteCarloSimulationSettings.NumberOfTrials;
_NumberOfTimeSteps = monteCarloSimulationSettings.NumberOfTimeSteps;
_Maturity = Maturity;
}