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productsCreation.h

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00001 #pragma once
00002 #ifndef productsCreation_h
00003 #define productsCreation_h
00004 #include"../PartB/yieldCurve.h"
00005 #include"../PartE/volsurface.h"
00006 #include "../PartA/BlackScholes/BlackScholes.h"
00007 #include "../PartA/BlackScholes/OptionStrategy.h"
00008 #include "../PartL/Exotics.h"
00009 #include "../PartH/bond.h"
00010 #include "../PartD/VanillaSwap.h"
00011 #include "../PartI/rainbowoption.h"
00012 #include "../PartJ/convertiblebond.h"
00013 #include "./importData.h"
00014 #include <minmax.h>
00015 
00016 using namespace std;
00017 
00023 bool productsCreationMenu(marketData data);
00024 
00026 BlackScholes* inputBSOption(marketData data);
00028 string outputCallPut(char c);
00029 
00030 
00032 OptionStrategy inputOptionStrategy(marketData data);
00034 void inputSpecificOptionStrategy(marketData data,OptionStrategy& strategy);
00036 void inputButterflySpread(marketData data,OptionStrategy& strategy,bool useMarketData);
00038 void inputCallSpread(marketData data,OptionStrategy& strategy,bool useMarketData);
00040 void inputPutSpread(marketData data,OptionStrategy& strategy,bool useMarketData);
00042 void inputRatioCallSpread(marketData data,OptionStrategy& strategy,bool useMarketData);
00044 void inputStraddle(marketData data,OptionStrategy& strategy,bool useMarketData);
00046 void inputStrangle(marketData data,OptionStrategy& strategy,bool useMarketData);
00047 
00049 Exotics* inputExoticOptionOnSingleAsset(marketData &data);
00051 exoticsType choiceToType(Natural choice);
00052 
00054 bond* inputBond(marketData &data);
00056 convertiblebond* inputConvertibleBond(marketData &data);
00058 VanillaSwap* inputVanillaSwap(marketData data);
00059 
00061 priceType choosePricingType(Natural choice);
00063 rainbowType chooseRainbowType(Natural choice);
00065 RainbowOption* inputRainbowOption(marketData data);
00066 
00067 
00068 #endif

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