Beispiel #1
0
        private static void WriteIndex(StreamWriter file)
        {
            var xNumArray = ParametersFactory.MakeXNumArray();
            int xNumNum   = xNumArray.GetLength(0);

            file.Write(",");
            for (int j = 0; j < xNumNum; j++)
            {
                file.Write(xNumArray[j] + ",");
            }
            file.WriteLine();
        }
Beispiel #2
0
        private static void WriteError(StreamWriter file, Types.OptionType optionType, Types.MethodType methodType)
        {
            var parameters = ParametersFactory.ForVerification(optionType);
            var xNumArray  = ParametersFactory.MakeXNumArray();
            int xNumNum    = xNumArray.GetLength(0);

            file.Write(",");
            for (int j = 0; j < xNumNum; j++)
            {
                var makePVArray   = new MakePVArrayOneAsset();
                var analyticArray =
                    makePVArray.Analytic(parameters[j], optionType);
                var fDMArray =
                    makePVArray.FDM(parameters[j], optionType, methodType);
                double error = CalculateErrorOneAsset.MaxAbsolute(fDMArray, analyticArray);

                file.Write(error + ",");
            }
            file.WriteLine();
        }