#ifndef OPTION_H_
#define OPTION_H_

/*
 * Option Base Class. All Option classes should extend this class.
 */
class Option
{
public:
	//Option();
	virtual ~Option();
	
	virtual double priceEuropeanBlackScholes() = 0;
	virtual double priceEuropeanBinomial(int steps) = 0;
	virtual double priceEuropeanMonteCarlo(int numEstimates) = 0;
	
	double getSpot();
	double getExercise();
	double getR();
	double getTimeToExpiry();
	double getVolatility();
	
	double getDelta();
	double getGamma();
	double getTheta();
	double getRho();
	double getVega();
	
	double getD1();
	double getD2();
	
protected:
	Option();
	double calcGamma(double d1, double spot, double volatility, double timeSqrt);
	double calcVega(double d1, double spot, double timeSqrt);

	double delta;
	double gamma;
	double theta;
	double vega;
	double rho;
	double spot;
	double exercise;
	double r; 
	double volatility;
	double d1;
	double d2;
	double timeToExpiry;
	double timeSqrt;
	double getD1(double spot,
			double exercise,
			double r, 
			double time,
			double volatility, 
			double timeSqrt);
	double getD2(double d1, double volatility, double timeSqrt);
};

#endif /*OPTION_H_*/