// futtest.cc
//
// Binomial futures option pricing model: test
//
#include <iostream.h>
#include "fut.h"
main() {
  fut c1;
  valhedge x;
  double futprice,strikeP;
  cout << "\nType the futures price, a space, the strike"
    << " price, and then ENTER.\n"
    << "Make the futures price negative to terminate." << "\n\n";
  while(1) {
    cout << "futures-price strike-price: ";
    cin >> futprice >> strikeP;
    if(futprice < 0.0) {
      cout << endl;
      return(0);}
    if(!cin) {
      cout << "invalid input" << endl;
      return(1);}
    x = c1.eurcall(futprice,strikeP);
    cout << "call option value = " << x.value << "\n"
      << "hedge (number of contracts) = " << x.delta
      << "\n\n";}}