#ifndef CALL_H_ #define CALL_H_ #include "Option.h" /* * $Id$ */ class Call : public Option { public: //Call(); Call(double spot, double exercise, double r, double volatility, double timeToExpiry); virtual ~Call(); virtual double priceEuropeanBlackScholes(); virtual double priceEuropeanBinomial(int steps); virtual double priceEuropeanMonteCarlo(int numEstimates); private: double calcDelta(); double calcTheta(); double calcRho(); double priceEuropeanBlackScholes(double spot, double exercise, double r, double volatility, double t); double priceEuropeanBinomial(double spot, double exercise, double r, double volatility, double timeToExpiry, int steps); double priceEuropeanMonteCarlo(double spot, double exercise, double r, double volatility, double timeToExpiry, int numEstimates); double getSimulatedValue(double spot, double exercise, double r, double volatility); }; #endif /*CALL_H_*/