The virtual function terminalCondition sets the payoff value and the fugit value on the expiration date.The virtual function valuationTest is called when traversing the tree in the binomial model, to make decisions about early exercise and to set the fair value and fugit to appropriate values.Computational Finance代写The Node object must therefore contain suitable data members and methods for the above functions to perform their tasks.1.6 ClassVanillaOption Computational Finance代写The class VanillaOption is a non-abstract class which extends Derivative, to support thevaluation of ordinary (vanilla) options.It must support put and call options, also American and European exercise policies.Thereforethe VanillaOption must contain suitable indicative data members (primary key).The VanillaOption class must also override the virtual functions.class VanillaOption extends Derivative Computational Finance代写{// data memberspublic void terminalCondition(Node n) // override public void valuationTest(Node n) // override }1.7 ClassBermudanOption Computational Finance代写Theclass BermudanOption is a non-abstract class which is an American-style vanilla option, but it allows early exercise only in the time window wbegin ≤ t ≤ wend.class BermudanOption extends {public double window_begin;public double window_end; }A real Bermudan option can have many time windows, but we shall support only one time window.Computational Finance代写The BermudanOption class must contain suitable indicative data members and override the virtual functions in Derivative.1.8 ClassesThe overall set of classes is therefore asclass Library class MarketData class Output class Node Computational Finance代写abstract class Derivative non-abstract classesIt must be possible for me to declare a non-abstract class (new financial derivative) and override the virtual functions inThe functions in your library must be able to calculate the fair value, fugit and implied volatility of an object of that class IPolymorphism:  it must be possible for me to declare such a class and your program code  must support it without modifying any of your program code.1.9 Functionbinom Computational Finance代写The library function binom calculates the fair value and fugit of an input derivative.Theindicative data is in a polymorphic class inherited from the Derivative class.The market data (such as the values of S and t0) is supplied in the MarketData class.The function internally allocates a binomial tree with n timesteps.Thefunction must not change the input data, hence they are tagged as final objects.Output binom(final Derivative deriv, final MarketData mkt, int n)The function return type is an Output Computational Finance代写

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