diff --git a/Heston/HestonOptimizationProblem.cs b/Heston/HestonOptimizationProblem.cs index 0b341aa..2239f9e 100644 --- a/Heston/HestonOptimizationProblem.cs +++ b/Heston/HestonOptimizationProblem.cs @@ -163,12 +163,18 @@ public HestonCallOptimizationProblem(EquityCalibrationData equityCalData, Vector { this.cpmd = equityCalData.Hdata; this.matBound = matBound; - this.strikeBound = strikeBound; - SetVariables(equityCalData.Hdata.CallPrice, equityCalData.Hdata.Maturity, - equityCalData.Hdata.Strike, equityCalData.CallMatrixRiskFreeRate, - equityCalData.CallMatrixDividendYield, equityCalData.Hdata.S0); + this.strikeBound = strikeBound; + var strike = equityCalData.Hdata.Strikes.GetRowReference(0).Clone(); + + SetVariables( + callMarketPrice: equityCalData.Hdata.CallPrice, + maturity: equityCalData.Hdata.Maturity, + strike: strike, + rate: equityCalData.CallMatrixRiskFreeRate, + s0: equityCalData.Hdata.S0, + dividendYield: equityCalData.CallMatrixDividendYield); + - displayObjInfo = false; }