private void buttonSet_Click(object sender, EventArgs e)
{
ss.K = Double.Parse(this.labelk.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_X = Double.Parse(this.labellambdax.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_x = Double.Parse(this.labelsigma_x.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Mu_e = Double.Parse(this.labelmu_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_e = Double.Parse(this.labelsigma_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_e = Double.Parse(this.labellambdae.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.P_xe = Double.Parse(this.labelpxe.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.e0 = Double.Parse(this.labele0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.x0 = Double.Parse(this.labelx0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.MaxIter = Int32.Parse(this.labelMaxIter.Text);
ParamCalibrationForm pcf = new ParamCalibrationForm()
{
ss = this.ss
};
if (pcf.ShowDialog() == DialogResult.OK)
{
ss = pcf.ss;
labelk.Text = ss.K.ToString();
labellambdax.Text = ss.Lambda_X.ToString();
labellambdae.Text = ss.Lambda_e.ToString();
labelsigma_e.Text = ss.Sigma_e.ToString();
labelsigma_x.Text = ss.Sigma_x.ToString();
labelpxe.Text = ss.P_xe.ToString();
labelmu_e.Text = ss.Mu_e.ToString();
labele0.Text = ss.e0.ToString();
labelx0.Text = ss.x0.ToString();
labelMaxIter.Text = ss.MaxIter.ToString();
}
}
private void buttonCalibrate_Click(object sender, EventArgs e)
{
CalibrationForm cf = new CalibrationForm(ss);
DialogResult r = cf.ShowDialog();
if (r == DialogResult.OK) /** Calibration successful */
{
if(cf.generatedSpot!=null) curveViewer.AddCurve(new CurveViewer.Curve(cf.generatedSpot, Color.Red));
ss = cf.ss;
foreach (DataGridViewRow dgvr in dataGridViewFutures.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
double mat = (double)cells[0].Value;
cells[1].Value = PriceFuture(mat);
}
foreach (DataGridViewRow dgvr in dataGridViewOption.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
Option newOpt = new Option()
{
Value = (double)cells[0].Value,
StrikePrice = (double)cells[1].Value,
DaysTilExpiry = (int)cells[2].Value,
Type = (string)cells[3].Value,
};
cells[4].Value = PriceOption(newOpt);
}
}
}
private void buttonDefault_Click(object sender, EventArgs e)
{
ss = new ParamSS();
labelk.Text = ss.K.ToString();
labellambdax.Text = ss.Lambda_X.ToString();
labellambdae.Text = ss.Lambda_e.ToString();
labelsigma_e.Text = ss.Sigma_e.ToString();
labelsigma_x.Text = ss.Sigma_x.ToString();
labelpxe.Text = ss.P_xe.ToString();
labelmu_e.Text = ss.Mu_e.ToString();
labele0.Text = ss.e0.ToString();
labelx0.Text = ss.x0.ToString();
labelMaxIter.Text = ss.MaxIter.ToString();
}
public CalibrationForm(ParamSS s = null)
{
if (s != null)
ss = s;
else
ss = new ParamSS();
Thread.CurrentThread.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");
InitializeComponent();
labelk.Text = ss.K.ToString();
labellambdax.Text = ss.Lambda_X.ToString();
labellambdae.Text = ss.Lambda_e.ToString();
labelsigma_e.Text = ss.Sigma_e.ToString();
labelsigma_x.Text = ss.Sigma_x.ToString();
labelpxe.Text = ss.P_xe.ToString();
labelmu_e.Text = ss.Mu_e.ToString();
labele0.Text = ss.e0.ToString();
labelx0.Text = ss.x0.ToString();
labelMaxIter.Text = ss.MaxIter.ToString();
}
public CalibrationForm(ParamSS s = null)
{
if (s != null)
{
ss = s;
}
else
{
ss = new ParamSS();
}
Thread.CurrentThread.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");
InitializeComponent();
labelk.Text = ss.K.ToString();
labellambdax.Text = ss.Lambda_X.ToString();
labellambdae.Text = ss.Lambda_e.ToString();
labelsigma_e.Text = ss.Sigma_e.ToString();
labelsigma_x.Text = ss.Sigma_x.ToString();
labelpxe.Text = ss.P_xe.ToString();
labelmu_e.Text = ss.Mu_e.ToString();
labele0.Text = ss.e0.ToString();
labelx0.Text = ss.x0.ToString();
labelMaxIter.Text = ss.MaxIter.ToString();
}
private void buttonCalibrate_Click(object sender, EventArgs e)
{
CalibrationForm cf = new CalibrationForm(ss);
DialogResult r = cf.ShowDialog();
if (r == DialogResult.OK) /** Calibration successful */
{
if (cf.generatedSpot != null)
{
curveViewer.AddCurve(new CurveViewer.Curve(cf.generatedSpot, Color.Red));
}
ss = cf.ss;
foreach (DataGridViewRow dgvr in dataGridViewFutures.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
double mat = (double)cells[0].Value;
cells[1].Value = PriceFuture(mat);
}
foreach (DataGridViewRow dgvr in dataGridViewOption.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
Option newOpt = new Option()
{
Value = (double)cells[0].Value,
StrikePrice = (double)cells[1].Value,
DaysTilExpiry = (int)cells[2].Value,
Type = (string)cells[3].Value,
};
cells[4].Value = PriceOption(newOpt);
}
}
}
private void buttonSet_Click(object sender, EventArgs e)
{
ss.K = Double.Parse(this.labelk.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_X = Double.Parse(this.labellambdax.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_x = Double.Parse(this.labelsigma_x.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Mu_e = Double.Parse(this.labelmu_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_e = Double.Parse(this.labelsigma_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_e = Double.Parse(this.labellambdae.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.P_xe = Double.Parse(this.labelpxe.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.e0 = Double.Parse(this.labele0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.x0 = Double.Parse(this.labelx0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.MaxIter = Int32.Parse(this.labelMaxIter.Text);
ParamCalibrationForm pcf = new ParamCalibrationForm()
{
ss = this.ss
};
if (pcf.ShowDialog() == DialogResult.OK)
{
ss = pcf.ss;
labelk.Text = ss.K.ToString();
labellambdax.Text = ss.Lambda_X.ToString();
labellambdae.Text = ss.Lambda_e.ToString();
labelsigma_e.Text = ss.Sigma_e.ToString();
labelsigma_x.Text = ss.Sigma_x.ToString();
labelpxe.Text = ss.P_xe.ToString();
labelmu_e.Text = ss.Mu_e.ToString();
labele0.Text = ss.e0.ToString();
labelx0.Text = ss.x0.ToString();
labelMaxIter.Text = ss.MaxIter.ToString();
}
}
private void buttonDefault_Click(object sender, EventArgs e)
{
ss = new ParamSS();
labelk.Text = ss.K.ToString();
labellambdax.Text = ss.Lambda_X.ToString();
labellambdae.Text = ss.Lambda_e.ToString();
labelsigma_e.Text = ss.Sigma_e.ToString();
labelsigma_x.Text = ss.Sigma_x.ToString();
labelpxe.Text = ss.P_xe.ToString();
labelmu_e.Text = ss.Mu_e.ToString();
labele0.Text = ss.e0.ToString();
labelx0.Text = ss.x0.ToString();
labelMaxIter.Text = ss.MaxIter.ToString();
}
public MainForm()
{
InitializeComponent();
ss = new ParamSS();
curveViewer.MouseMoved += new CurveViewer.MouseMovedEvt(curveViewer_MouseMoved);
}
public MainForm()
{
InitializeComponent();
ss = new ParamSS();
curveViewer.MouseMoved += new CurveViewer.MouseMovedEvt(curveViewer_MouseMoved);
}
