protected void Button1_Click(object sender, EventArgs e)
{
double t = double.Parse(TextBox1.Text);
int H = int.Parse(TextBox2.Text);
int size = 4;
double[] spot = new double[] { 100, 100, 100, 100 };
double[] sigma = new double[] { 0.2, 0.2, 0.2, 0.2 };
double r = 0.05;
double[] coeff = new double[] { .25, .25, .25, .25 };
double[] rho = new double[] { 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 };
double T = 6;
int N = 6;
int M = 50000;
WrapperClass wc = new WrapperClass();
double K = 0.0;
wc.getPrice(t, size, spot, K, sigma, r, coeff, rho, T, N, H, M);
Label1.Text = Math.Round(wc.getPrice(), 4).ToString();
Label2.Text = Math.Round(wc.getICP(), 4).ToString();
Label3.Text = Math.Round(wc.getPriceBS(), 4).ToString();
}
