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Update optionGreeksModel.h
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lyndskg committed Jul 21, 2023
1 parent adddc24 commit be11c90
Showing 1 changed file with 3 additions and 2 deletions.
5 changes: 3 additions & 2 deletions src/optionGreeksModel.h
Original file line number Diff line number Diff line change
Expand Up @@ -202,7 +202,7 @@ class optionGreeksModel : public optionGreeks, public virtual blackScholesModel
//
// Time complexity: O(1)
// Space complexity: O(1)
const double& optionGreeksModel::getOptionPriceIv() const;
const double& getOptionPriceIv() const;

// Getter method for the Gamma-adjusted option price using the Black-Scholes model.
//
Expand Down Expand Up @@ -269,12 +269,13 @@ class optionGreeksModel : public optionGreeks, public virtual blackScholesModel


protected:
// TODO: Implement protected class member variables.

private:
// ----------------------------------------------------------------------------
// "optionGreeks" Member Variables
// ----------------------------------------------------------------------------
//*------------------- adjusted option Greeks variables ---------------------*//
//*------------------ adjusted option Greeks variables --------------------*//
mutable double ivAdjustedDelta_;
mutable double gammaAdjustedDelta_;
mutable double vegaAdjustedDelta_;
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