Nothing
######################################################################
# Create the base option class
#
# This is used to represent the option products and it will be contained to all the Option-related classes
Option = setRefClass("Option",
fields = list(OptionType = 'character',
UnderlyingPrice = 'numeric',
StrikePrice = 'numeric',
del_type = 'character',
maturity = 'numeric',
exotic_opt_type = 'character'
),
methods = list(
CalcMaturity =function()
{
if(del_type=='Cash')
return(maturity)
}
))
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