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; }