#include "Option.h"
#include "normal.h"
#include <cmath>

Option::Option()
{

}

Option::~Option()
{
}

double Option::getD1() {
	return Option::getD1(spot,
			exercise,
			r, 
			timeToExpiry,
			volatility, 
			timeSqrt);
}

double Option::getD1(double spot,
			double exercise,
			double r, 
			double timeToExpiry,
			double volatility, 
			double timeSqrt) {
	return ((log(spot/exercise) + (r * timeToExpiry))/(volatility * timeSqrt)) + (0.5 * volatility * timeSqrt);
}

double Option::getD2() {
	return Option::getD2(d1, volatility, timeSqrt);
}

double Option::getD2(double d1, double volatility, double timeSqrt) {
	return (d1 - (volatility * timeSqrt));
}

double Option::calcGamma(double d1, double spot, double volatility, double timeSqrt) {
	double gamma = ndf(d1)/(spot * volatility * timeSqrt);
	return gamma;
}
	
double Option::calcVega(double d1, double spot, double timeSqrt) {
	double vega = spot * timeSqrt * ndf(d1);
	return 0.01 * vega;
}
	
double Option::getSpot() {
	return spot;
}
double Option::getExercise(){
	return exercise;
}
double Option::getR(){
	return r;
}
double Option::getTimeToExpiry(){
	return timeToExpiry;
}
double Option::getVolatility() {
	return volatility;
}
double Option::getDelta() {
	return delta;
}

double Option::getGamma() {
	return gamma;
}

double Option::getTheta() {
	return theta;
}

double Option::getRho() {
	return rho;
}

double Option::getVega() {
	return vega;
}