C ++：变量'DiscreteGBM :: S0'未初始化。始终初始化成员变量（类型6）

Question

我收到一条错误消息C ++：变量'DiscreteGBM :: S0'未初始化。始终初始化成员变量（类型6）。使用不同的成员变量的名称重复此消息几次。

有人可以教我如何初始化吗？头文件无法更改。仅允许更改cpp文件。但是对于cpp文件，主要功能无法更改。

第一个代码用于头文件。不允许更改

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下面的CPP文件

class DiscreteGBM
{
    protected: 
       double r;              // risk free interest rate
       double S0;            // stock price at time 0
       double sigma;         // volatility
       double delta;         // length of time steps
       int numberSteps;      // total number of time steps; 
                             // start time is 0, end time is numberSteps*delta
    public:
        DiscreteGBM() {}
        void SetRiskFreeRate(double r1);            // set r to r1
        void SetInitialStockPrice(double s);        // set S0 to s
        void SetVolatility(double s);               // set sigma to s
        void SetTimeStepSize(double d);             // set delta to d
        void SetNumberSteps(int n);                 // set numberSteps to n
        vector<double> PricePath() const;           // compute price path S_0,...,S_T (where T=delta*n)
                                                    // according to formula (1) in the instructions,
                                                    // and return the vector (S_0,...,S_T)
};


// class for simulation of European call and put options
class EuropeanOption : public DiscreteGBM
{
    protected:
        bool callPut;    // callPut =0 if object is call option, callPut=1 if it's a put option
        double strike;   // strike price of option
    public:
        EuropeanOption() {}
        void SetCallPut(bool c);                     // set callPut to c
        void SetStrike(double s);                    // set strike to s
        double Payoff(double S_T) const;             // return payoff of option according to
                                                     // formulas (2) and (3) of the instructions;
                                                     // S_T is the stock price at maturity
        double BlackScholesPrice() const;            // return Black Scholes price of the option
                                                     // according to formulas (4) and (6) of the instructions

        double MonteCarloPrice(int numberScenarios=10000) const; 
                                                     // execute algorithm Monte Carlo pricing given 
                                                     // in instructions      
};