enum code

[bacpp]

hi,
I am encountering compilation error due to enum....here's the relevant code in a class Options:

class Options
{
public:
enum Type{Put=-1,None=0,Call=1};
Options(double volatility, Type type):volatility_(vol),type_(type)
{}
private:
double volatility_; Type type_;
};
class CreateOptions
{
public:
CreateOptions():volatility_(Null<Real>()),type_(Options::None)
{}
CreateOptions& vola(const double& vol)
{
volatility_=vol;
return *this;
}
CreateOptions& kind(const Options::Type& type)
{
type_=type;
return *this;
}
};
void test()
{
double vol=0.11;
Options::Type type(Options::Call);
Options optiontest=CreateOptions().kind(type).vola(vol);
}

int main(int argc, char *argv[])
{
test();
return 0;
}

I get the following error:

option.cpp: In constructor ‘CreateOptions::CreateOptions()’:
option.cpp:31:57: error: class ‘CreateOptions’ does not have any field named ‘type_’
option.cpp: In member function ‘CreateOptions& CreateOptions::kind(const Options::Type&)’:
option.cpp:73:5: error: ‘type_’ was not declared in this scope
option.cpp: In member function ‘CreateOptions::operator Options() const’:
option.cpp:80:5: error: ‘type_’ was not declared in this scope
option.cpp:81:31: error: ‘type_’ was not declared in this scope

any help would be appreciated...thx!

[LB]

With the proper formatting of code:

class Options
{
public:
	enum Type{Put=-1,None=0,Call=1};
	Options(double volatility, Type type):volatility_(vol),type_(type){}
private:
	double volatility_; Type type_;
};

class CreateOptions
{
public:
	CreateOptions():volatility_(Null<Real>()),type_(Options::None){}
	CreateOptions& vola(const double& vol)
	{
		volatility_=vol;
		return *this;
	}
	CreateOptions& kind(const Options::Type& type)
	{
		type_=type;
		return *this;
	}
};

void test()
{
	double vol=0.11;
	Options::Type type(Options::Call);
	Options optiontest=CreateOptions().kind(type).vola(vol);
}

int main(int argc, char *argv[])
{
	test();
	return 0;
}

It is clear that you have one class trying to access stuff from another class! Classes can't know about each other in the way you are trying to do.

[bacpp]

hi L B,
thx for your response!
In that case, what would you suggest be the best way to do this.

[LB]

Merge the two classes. Is there a reason you need them separate?

[bacpp]

is merging them better or should I make one a derivative of another....I am basically trying to write an option pricer (I have listed only 2 parameters, type and volatility, for simplicity sake) .... was going through an example that suggested 2 separate classes, so I was trying to test it out that way....

[LB]

What example suggested two separate classes? I think you're misunderstanding what to do and how to do it, as this seems to be a hundred times simpler in one class...

[bacpp]

on this site:
http://quantlib.org/docs.shtml
under the
QuantLib introduction, part I , it starts on page 43 on the pdf file..

In case I've misunderstood, I'd like to correct myself...

[LB]

You can't see it because it gets cut off of the bottom of the page, but luckily a copy-paste was able to reveal this invisible code:

class MakeMyOption {
public :
MakeMyOption (): mat_ ( Null < Real >()) , vol_ ( Null < Real >()) , spot_ ( Null < Real >()) ,
strike_ ( Null < Real >()) , forRate_ ( Null < Real >()) ,
domRate_ ( Null < Real >()) , type_ ( MyOption :: None ){
}
MakeMyOption & withMat ( const double & mat ){
mat_ = mat ;
return * this ;
}
MakeMyOption & withVol ( const double & vol ){
vol_ = vol ;
return * this ;
}
MakeMyOption & withSpot ( const double & spot ){
spot_ = spot ;
return * this ;
}
MakeMyOption & withStrike ( const double & strike ){
strike_ = strike ;
return * this ;
}
MakeMyOption & withForRate ( const double & forRate ){
forRate_ = forRate ;
return * this ;
}
MakeMyOption & withDomRate ( const double & domRate ){
domRate_ = domRate ;
return * this ;
}
MakeMyOption & withType ( const MyOption :: Type & type ){
type_ = type ;
return * this ;
}
operator MyOption () const {
QL_REQUIRE ( mat_ != Null < Real >() , " Maturity not set ! " );
// Check other parameters too
QL_REQUIRE ( type_ != MyOption :: None , " Option type not set ! " );
return MyOption ( mat_ , vol_ , type_ , spot_ , forRate_ , domRate_ , strike_ );
}
Time getMat () const { return mat_ ;}
Real getSpot () const { return spot_ ;}
Real getStrike () const { return strike_ ;}
private :
Time mat_ ;
Volatility vol_ ;
Real spot_ , strike_ ;
Rate forRate_ , domRate_ ;
MyOption :: Type type_ ;
};

You can see that the members are here in this class, and not the other class. I believe that this was a misunderstanding due to a poorly laid out PDF.

[bacpp]

thx very much L B,
I was missing the private MyOption :: Type type_ ; in my code, and after adding that, it works like a charm....appreciate your help :-)
btw, what's a factory class? I'm still familiarizing myself with QuantLib, so maybe this is a very basic question....