//////////////////////////////////////////////////////////////////////////////
//
// Constructor which takes no params
//
SoLineHighlightRenderAction::SoLineHighlightRenderAction()
: SoGLRenderAction(SbVec2s(1, 1)) // pass a dummy viewport region
//
//////////////////////////////////////////////////////////////////////////////
{
constructorCommon();
}
AsianForward::AsianForward(set<Date> averagingDates,
Date settlement,
double strike,
double volume,
BuySell buySell)
{
constructorCommon(averagingDates, settlement, strike, volume, buySell);
}
//////////////////////////////////////////////////////////////////////////////
//
// Constructor which takes SoGLRenderAction params
//
SoLineHighlightRenderAction::SoLineHighlightRenderAction(
const SbViewportRegion &viewportRegion)
: SoGLRenderAction(viewportRegion)
//
//////////////////////////////////////////////////////////////////////////////
{
constructorCommon();
}
AsianForward::AsianForward(AsianForward &forward)
{
vector<Date> tmpDatesVector = forward.getAveragingDates();
set<Date> dates = set<Date>(tmpDatesVector.begin(), tmpDatesVector.end());
constructorCommon(dates,
forward.settlementDate,
forward.strike,
forward.volume,
forward.buySell);
}
AsianForward::AsianForward(Calendar calendar,
Date startOfAveraging,
Date endOfAveraging,
Date settlement,
double strike,
double volume,
BuySell buySell)
{
set<Date> averagingDates = getAllBusinessDaysBetween(startOfAveraging, endOfAveraging, calendar);
constructorCommon(averagingDates, settlement, strike, volume, buySell);
}
EuropeanOption::EuropeanOption(EuropeanOption &optionInput)
{
constructorCommon(optionInput.maturityDate,
optionInput.settlementDate,
optionInput.strike,
optionInput.type,
optionInput.volume,
optionInput.premiumPaymentDate,
optionInput.premiumAmount,
optionInput.buySell);
}
AsianOption::AsianOption(AsianOption &optionInput)
{
vector<Date> tmpDatesVector = optionInput.getAveragingDates();
set<Date> dates = set<Date>(tmpDatesVector.begin(), tmpDatesVector.end());
constructorCommon(dates,
optionInput.getSettlementDate(),
optionInput.getStrike(),
optionInput.getType(),
optionInput.getVolume(),
optionInput.getPremiumPaymentDate(),
optionInput.getPremiumAmount(),
optionInput.getBuySell());
}
AsianOption::AsianOption(set<Date> averagingDates,
Date optionSettlement,
double strike,
PutCall type,
double volume,
Date premiumPaymentDate,
double premiumAmount,
BuySell buySell)
{
constructorCommon(averagingDates,
optionSettlement,
strike,
type,
volume,
premiumPaymentDate,
premiumAmount,
buySell);
}
/*======================================================================================
EuropeanOption
The simplest Black-Scholes Option Contract used to price Black options on futures or
Black Scholes options.
=======================================================================================*/
EuropeanOption::EuropeanOption(Date optionMaturity,
Date optionSettlement,
double strike,
PutCall type,
double volume,
Date premiumPaymentDate,
double premiumAmount,
BuySell buySellInput)
{
constructorCommon(optionMaturity,
optionSettlement,
strike,
type,
volume,
premiumPaymentDate,
premiumAmount,
buySellInput);
}
AsianOption::AsianOption(Calendar calendar,
Date startOfAveraging,
Date endOfAveraging,
Date optionSettlement,
double strike,
PutCall type,
double volume,
Date premiumPaymentDate,
double premiumAmount,
BuySell buySellInput)
{
set<Date> averagingDates = getAllBusinessDaysBetween(startOfAveraging, endOfAveraging, calendar);
constructorCommon(averagingDates,
optionSettlement,
strike,
type,
volume,
premiumPaymentDate,
premiumAmount,
buySellInput);
}
