private static void WriteIndex(StreamWriter file, Types.OptionType optionType)
{
var parameters = ParametersFactory.Original(optionType);
var xArray = ParametersFactory.MakeXArray(parameters);
int xNum = xArray.GetLength(0);
file.Write(",");
for (int j = 0; j < xNum; j++)
{
file.Write(xArray[j] + ",");
}
file.WriteLine();
}
private static void WriteError(StreamWriter file, Types.OptionType optionType, Types.MethodType methodType)
{
var parameters = ParametersFactory.Original(optionType);
var xArray = ParametersFactory.MakeXArray(parameters);
int xNum = xArray.GetLength(0);
var errorArray = new double[xNum];
file.Write(",");
for (int j = 0; j < xNum; j++)
{
var makePVArray = new MakePVArrayOneAsset();
var analyticArray =
makePVArray.Analytic(parameters, optionType);
var fDMArray =
makePVArray.FDM(parameters, optionType, methodType);
errorArray[j] = CalculateErrorOneAsset.AbsoluteArray(fDMArray, analyticArray)[j];
file.Write(errorArray[j] + ",");
}
file.WriteLine();
}
