/* * euro_opt_params.cpp * * Created on April 15, 2006, 6:51 PM * * This class contains the parameters of european options on bonds */ /** * * @author juliette menga */ class euro_opt_params{ public: double O_maturity; double face; double strike; double opt_price; /** Creates a new instance of euro_opt_params */ public: euro_opt_params() { } /** Creates a new instance of euro_opt_params */ public: euro_opt_params(double _m,double _p,double _s) { O_maturity = _m; face = _p; strike = _s; } public: euro_opt_params(double _O_maturity,double _face,double _stk, double _time,double _mu,double _alpha, double _sigma,double _r) { O_maturity = _O_maturity; face = _face; strike = _stk; } public: void set_euro_opt_params( double _O_maturity,double _face,double _stk, double _time,double _mu,double _alpha, double _sigma,double _r) { O_maturity = _O_maturity; face = _face; strike = _stk; } public: void set_O_maturity(double _m){ O_maturity=_m; } public: void set_opt_price(double p){ opt_price=p; } public: void set_face(double _p){ face=_p; } public: void set_strike(double _s){ strike=_s; } public: double get_opt_price(){ return opt_price; } public: double get_O_maturity(){ return O_maturity; } public: double get_face(){ return face; } public: double get_strike(){ return strike; } public: double get_option_price(){ return opt_price; } };