mainoptionstrategy.cpp File Reference

#include "../PartA/BlackScholes/OptionStrategy.h"
#include "../PartA/BlackScholes/BlackScholes.h"
#include <iostream>

Go to the source code of this file.

Functions
bool	mainoption (void)
	test the BS option pricing functionality
bool	mainoptionstrategy (void)
	test the option strategy functionality

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Function Documentation

bool mainoption (  void   )

test the BS option pricing functionality Returns: true if pass, otherwise fail Definition at line 5 of file mainoptionstrategy.cpp. References Call, BlackScholes::getDelta(), BlackScholes::getGamma(), BlackScholes::getPrice(), BlackScholes::getRho(), BlackScholes::getTheta(), BlackScholes::getVega(), BlackScholes::getVolatility(), and LongNatural. Referenced by maintests().

bool mainoptionstrategy (  void   )

test the option strategy functionality Returns: true if pass, otherwise fail Definition at line 26 of file mainoptionstrategy.cpp. References OptionStrategy::addLongButterflySpread(), OptionStrategy::getGlobalDelta(), and OptionStrategy::returnPrice(). Referenced by maintests().

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