////////////////////////////////////////////////////////////////////////////// // // 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); }