#ifndef PUT_H_
#define PUT_H_

#include "Option.h"

class Put : public Option
{
public:
	Put(double spot, double exercise, double r, double volatility, double timeToExpiry);
	virtual ~Put();
	
	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 /*PUT_H_*/