Beispiel #1
0
        private GetModelParams()
        {
            double assetPrice;
            double volatility;
            double yearsToExpiry;
            double interestRate;

            double.TryParse(assetPriceTextBox.Text, out assetPrice);
            double.TryParse(volatilityTextBox.Text, out volatility);
            double.TryParse(yearsToExpiryTextBox.Text, out yearsToExpiry);
            double.TryParse(interestRateTextBox.Text, out interestRate);

            ModelParams modelParams = new ModelParams();

            modelParams.AssetPrice            = assetPrice;
            modelParams.Volatility            = volatility;
            modelParams.YearsToExpiry         = yearsToExpiry;
            modelParams.InterestRate          = interestRate;
            modelParams.AddMilsteinCorrection = (bool)
                                                this.addMilsteinCorrectionCheckBox.IsChecked;
        }
Beispiel #2
0
 private void CalculateOptionPrices()
 {
     ModelParams modelParams = GetModelParams();
 }