// // bs.h Black-Scholes header file // #include "gaussian.h" struct valhedge { double value; double delta;}; class bs { public: bs(double ttm=.25,double r=.05,double sigma=.3); void newpars(double ttm,double r,double sigma); valhedge call(double S0,double X); private: valhedge ezcall(double stock,double bond,double vol); double disc,sigsqttm;};