private void btnPrice_Click(object sender, EventArgs e)
{
try
{
var date = new Date(Weekday.Fri, (Month)cboMonth.SelectedItem, (int)cboMonth.SelectedItem);
var fxOption = new VanillaOption((Exercise)cboExerciseType.SelectedItem, double.Parse(tbStrike.Text),
double.Parse(tbSpot.Text), double.Parse(tbCrossRfR.Text), double.Parse(tbBRfR.Text),
double.Parse(tbTtM.Text), double.Parse(tbVolatility.Text), date, (OptionPricing.ValuationMethod)cboValuationMethod.SelectedItem, (OptionPricing.Type)cboType.SelectedItem);
tboPrice.Text = fxOption.Npv().ToString();
tbDelta.Text = fxOption.Delta().ToString();
tbGamma.Text = fxOption.Gamma().ToString();
tbTheta.Text = fxOption.Theta().ToString();
tbVega.Text = fxOption.Vega().ToString();
}
catch (NotImplementedException ex)
{
MessageBox.Show("{0}", ex.Message);
}
}
