printResult("FiniteDifference method", eropeanCallFD());
printResult("FiniteDifference method", europeanCallFD());
	void doTest()	{		cout<<"Computes European call option value\n\n";		cout<<"Time to maturity = "<<maturity_<<"\t Underlying price = "<<s0_			<<"\t Strike = "<< strike_<<"\nRisk-free interest rate = "<< r_			<<"\t Volatility = "<<sigma_;		cout<<"\n";		printResult("Using call-put parity", europeanPutFormula() +		    s0_ - strike_*QL_EXP(- r_*maturity_));		printResult("Monte-Carlo method", europeanCallMC());		printResult("FiniteDifference method", eropeanCallFD());	}