quantlibnode/src/processes.hpp at master · quantjin/quantlibnode · GitHub

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#ifndef processes_h

#define processes_h

#include <nan.h>

#include <string>

#include <queue>

#include <utility>

#include "../quantlibnode.hpp"

#include <oh/objecthandler.hpp>

using namespace node;

using namespace v8;

using namespace std;

class GeneralizedBlackScholesProcessWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mBlackVolID;

double mUnderlying;

string mDayCounter;

ObjectHandler::property_t mSettlementDate;

double mRiskFreeRate;

double mDividendYield;

string mReturnValue;

string mError;

GeneralizedBlackScholesProcessWorker(

Nan::Callback *callback

,string ObjectID

,string BlackVolID

,double Underlying

,string DayCounter

,ObjectHandler::property_t SettlementDate

,double RiskFreeRate

,double DividendYield

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mBlackVolID(BlackVolID)

,mUnderlying(Underlying)

,mDayCounter(DayCounter)

,mSettlementDate(SettlementDate)

,mRiskFreeRate(RiskFreeRate)

,mDividendYield(DividendYield)

{

};

//~GeneralizedBlackScholesProcessWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

#endif

quantlibnode/src/processes.hpp at master · quantjin/quantlibnode · GitHub

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