#pragma once
#include "Instrument.h"
#include "DerivativeContract.h"
#include "OptionType.h"

class EquityOption : public Instrument, DerivativeContract {
private:
	string id;
	double conractSize;
	OptionType type;
	double timeToMat;
	double strike;
	double delta;
	Equity underlying;
public:
	EquityOption() {
		id = "";
		conractSize = timeToMat = strike = delta = 0.0;
	};
	EquityOption(string id, Equity underlying, double conractSize,
		OptionType type, double TTM, double strike, double delta) :
		id(id), conractSize(conractSize), type(type), timeToMat(TTM), strike(strike), underlying(underlying), delta(delta) {}

	AssetClass getAssetClass() const override {
		return AssetClass::Equity;
	};
	string getID()const override {
		return id;
	};
	double getContractSize()const  override {
		return conractSize;
	};
	double getContractDelta() const override {
		return this->getContractSize() * this->getDelta();
	};

	Equity getUnderlying() const {
		return underlying;
	};

	double getStrike()const {
		return strike;
	};

	double getDelta()const {
		return delta; //can be implemented using for example Black Sholes formula
	};
};