/// <summary> /// initialises pricing engine. /// </summary> /// <param name="engine">the new pricing engine</param> public void SetPricingEngine(PricingEngine engine) { Debug.Assert(engine != null, "engine==null"); _engine = engine; // following will trigger recalculation and notify observers Update(); SetUpEngine(); }
public ImpliedVolHelper(PricingEngine engine, double targetValue) { _engine = engine; _targetValue = targetValue; }
public Option(PricingEngine engine) { Debug.Assert(engine != null, "engine==null"); _engine = engine; }
public VanillaOption(double price, double strike, double rate, double dividend, double volatility, double timeToMaturity, OptionType type, OptionExercise exercise, PricingEngine engine) { throw new NotImplementedException(); }