diff --git a/src/optionGreeksModel.h b/src/optionGreeksModel.h index cd6bd33..960f1f0 100644 --- a/src/optionGreeksModel.h +++ b/src/optionGreeksModel.h @@ -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. // @@ -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_;