private void PutCallTest()
{
Console.WriteLine("Black-Sholes Calls Market Prices");
Console.WriteLine(this.callMarketPrice);
Console.WriteLine("Strikes");
Console.WriteLine(this.strike);
Console.WriteLine("Maturities");
Console.WriteLine(this.maturity);
var x = new Vector() {3.18344026504981,
0.0427882999286046,
0.644527074840708,
-0.659960749691282,
0.0150455464938991,
0.0211747510984717};
HestonCall hc = new HestonCall(this, x, this.s0);
hc.T = .1;
hc.rate = this.rate[0];
Console.WriteLine("Strike\tCall\tPut");
for (int z = 200; z < 6500; z += 1000)
{
hc.K = z;
var call = hc.HestonCallPrice();
var put = hc.HestonPutPrice();
var callPut = hc.HestonCallPutPrice();
Console.WriteLine(z + "\t" + callPut[0] + "\t" + callPut[1]);
}
}