public void ReturnTheCorrectValueOfCall(double S, double K,
double t, double sigma,
double r, double expectedPriceValue)
{
BlackScholesParametersModel inputs = new BlackScholesParametersModel(S, K, t, sigma, r);
CallOption callOption = new CallOption();
OptionModel call = callOption.GetOptionData(inputs);
Assert.AreEqual(expectedPriceValue, call.Value, 0.0001);
}
public void ComputeOptionsPrice()
{
try
{
if (!UsefulTools.IsBlackScholesVariablesValid(Inputs.InputParametersDict.Values.ToList()))
{
UpdateAppStatus("Invalid input, Please enter all five variables.");
return;
}
CallOption callOption = new CallOption();
Call = callOption.GetOptionData(Inputs);
PutOption putOption = new PutOption();
Put = putOption.GetOptionData(Inputs);
UpdateAppStatus("Compute operation successfully completed.");
}
catch (Exception ex)
{
UpdateAppStatus(ex.Message);
}
}
