HestonEstimator.HestonCallOptimizationProblem.PutCallTest C# (CSharp) Method

PutCallTest() private method

Test method, displays a sensitivity on heston call and put prices.
private PutCallTest ( ) : void
return void
        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]);
            }
        }