#include <iostream.h>
#include "Call.h"
#include "Put.h"

int main ()
{
	double s = 30;
	double x = 29;
	double riskFree = 0.05;
	double vol = 0.3;
	double days = 40;
	double daysPerYear = 365;
	double timeToExpiry = days/daysPerYear;
	
	cout << "Black Scholes C++ implementation" << endl;
	cout << "Call:" << endl;
	Call c = Call(s, x, riskFree, vol, timeToExpiry);
	cout << "spot = ";
	cout << c.getSpot() << endl;
	cout << "d1 = ";
	cout << c.getD1() << endl;
	cout << "d2 = ";
	cout << c.getD2() << endl;
	cout << "delta = ";
	cout << c.getDelta() << endl;
  
   	cout << "gamma = ";
  	cout << c.getGamma() << endl;
   	cout << "theta = ";
  	cout << c.getTheta() << endl;
   	cout << "rho = ";
  	cout << c.getRho() << endl;
   	cout << "vega = ";
  	cout << c.getVega() << endl;
  
  	cout << "Black Scholes price = ";
  	cout << c.priceEuropeanBlackScholes() << endl;
  
  	cout << "Binomial price = ";
  	cout << c.priceEuropeanBinomial(16) << endl;
  
  	cout << "Monte Carlo price = ";
  	cout << c.priceEuropeanMonteCarlo(5000) << endl;
  	
	cout << "Put:" << endl;
	
  	Put p = Put(s, x, riskFree, vol, timeToExpiry);
  	
	cout << "spot = ";
	cout << p.getSpot() << endl;
	cout << "d1 = ";
	cout << p.getD1() << endl;
	cout << "d2 = ";
	cout << p.getD2() << endl;
	cout << "delta = ";
	cout << p.getDelta() << endl;
  
   	cout << "gamma = ";
  	cout << p.getGamma() << endl;
   	cout << "theta = ";
  	cout << c.getTheta() << endl;
   	cout << "rho = ";
  	cout << p.getRho() << endl;
   	cout << "vega = ";
  	cout << p.getVega() << endl;
  
  	cout << "Black Scholes price = ";
  	cout << p.priceEuropeanBlackScholes() << endl;
  
  	cout << "Binomial price = ";
  	cout << p.priceEuropeanBinomial(16) << endl;
  
//  	cout << "Monte Carlo price = ";
//  	cout << p.priceEuropeanMonteCarlo(5000) << endl;
//  	
  	return 0;
}