//
// simu2.h  Stochastic Volatility Option Pricing Model
//

class svprice {
  public:
    svprice(double ttm=0.25,int nper=12,double r=.05,double initstd=.15,
      double meanstd=.2,double k=6.0,double sigstd=.5);
    double eurcall(double stock,double strike,long int nsimu=1000);
  private:
    int npers;
    double tinc, r1per, stockP, sigma0, sigma, meansigma, sigmasigma, kappa,
      c0, c1, c2, c3, c4, c5;
    double stocktotret();};