public VanillaOption() : base() { _type = OptionPricing.Type.Call; _method = ValuationMethod.Analytic; _npv = 0.0; _dividend = 0.0; }
public VanillaOption(Exercise extype, double strike, double spot, double dividend, double riskfreerate, double ttm, double vol, Date date, ValuationMethod method, Type type) : base(extype, strike, spot, dividend, riskfreerate, ttm, vol, date) { _type = type; _method = method; _dividend = dividend; _npv = 0.0; }
public double Npv(ValuationMethod method) { return(_npv); }
public double Npv(ValuationMethod method) { return _npv; }