public Option()
{
_price = 50.0;
_strike = 50.0;
_rate = 0.06;
_dividend = 0.0;
_timeToMaturity = 1;
_type = OptionType.Call;
_exercise = OptionExercise.European;
}
public Option(double price, double strike, double volatility, double rate, double dividend,
double timeToMaturity, OptionType type, OptionExercise exercise)
{
_price = price;
_strike = strike;
_volatility = volatility;
_rate = rate;
_dividend = dividend;
_timeToMaturity = timeToMaturity;
_type = type;
_exercise = exercise;
}
public override IOption Clone(OptionExercise exercise)
{
throw new System.NotImplementedException();
}
public VanillaOption(double price, double strike, double rate, double dividend, double volatility,
double timeToMaturity, OptionType type, OptionExercise exercise, PricingEngine engine)
{
throw new NotImplementedException();
}
