need help for computational finance

A straddle is an option spread with expiration time T and strike price K and a terminal payoff of |ST − K|. A European straddle is therefore equal to a long European call plus a long European put, both with the same expiration T and the same strike K. An American straddle can be exercised at any time t0 ≤ t ≤ T, and pays |St −K| if exercised. An American straddle is therefore cheaper than a long American call plus a long American put, both with the same expiration T and the same strike K. This is because the American options can be exercised individually, whereas when the straddle is exercised, the entire package terminates. Write a class Straddle which inherits from Derivative. 1. The straddle has a strike K and expiration T . 2. The straddle can be American/European (bool isAmerican). 3. Make all the data members public so I can set them in my calling application. Your code will be tested by a calling application with random input values for (S0,K,r,q,σ,T,t0).