Contents

European Option

Abstract implemention of EuropeanOption to model and price contracts on any Underlying supported by implemention

classdef EuropeanOption < Option

    % Abstract class to parent/ child instruments modelled

Private Properties

    properties (Access = private)
        impliedVol;
    end

Constructor

    methods
        function this = EuropeanOption(varargin)
            this = this@Option(varargin{:});
            this.setExerciseStyle(ExerciseStyle.EUROPEAN);
            Logger.getInstance.log(LogType.INFO,'EuropeanOption initalised');
        end

    end

Getters and Setters

    methods (Access = public)

getImpliedVol

        function impliedVol = getImpliedVol(this)
            impliedVol = this.impliedVol;
        end

setImpliedVol

        function setImpliedVol(this,impliedVol)
            this.impliedVol = impliedVol;
        end

    end

end

Published with MATLAB® R2022a