public PLSerious CalculatePLs(OptionCombination optComb, DateTime calculationDate,
decimal lowPrice, decimal highPrice, decimal interest, double volatility)
{
PLSerious plSerious = new PLSerious();
plSerious.CalculationDate = calculationDate;
plSerious.Volatility = volatility;
decimal interval = (highPrice - lowPrice) / 30;
decimal equityPrice = lowPrice;
while (equityPrice < highPrice + interval)
{
PLPoint plPoint = new PLPoint();
plPoint.EquityPrice = equityPrice;
foreach (OpenOption openOpt in optComb)
{
decimal optPrice = CalcualtePrice(openOpt.Option, equityPrice, interest, calculationDate, volatility);
plPoint.Profit += (optPrice - openOpt.PurchasePrice) * openOpt.ContractNo * 100;
}
plSerious.PLPointSerious.Add(plPoint);
equityPrice += interval;
}
return(plSerious);
}
public PLSerious CalculatePLs(OptionCombination optComb, DateTime calculationDate,
decimal lowPrice, decimal highPrice, decimal interest, double volatility)
{
PLSerious plSerious = new PLSerious();
plSerious.CalculationDate = calculationDate;
plSerious.Volatility = volatility;
decimal interval = (highPrice - lowPrice) / 30;
decimal equityPrice = lowPrice;
while (equityPrice < highPrice+interval)
{
PLPoint plPoint = new PLPoint();
plPoint.EquityPrice = equityPrice;
foreach (OpenOption openOpt in optComb)
{
decimal optPrice = CalcualtePrice(openOpt.Option, equityPrice, interest, calculationDate, volatility);
plPoint.Profit += (optPrice - openOpt.PurchasePrice) * openOpt.ContractNo *100;
}
plSerious.PLPointSerious.Add(plPoint);
equityPrice += interval;
}
return plSerious;
}
