//define a trigger event
private void Submit_Click(object sender, RoutedEventArgs e)
{
//catch the exception
try
{
SO = Convert.ToDouble(this.So.Text);
K = Convert.ToDouble(this.k.Text);
sigma = Convert.ToDouble(this.Sigma.Text);
r = Convert.ToDouble(this.R.Text);
T = Convert.ToDouble(this.Tenor.Text);
TrailNum = Convert.ToInt32(this.Trail.Text);
StepNum = Convert.ToInt32(this.Step.Text);
double[,] Randoms = RandomNum.RandomSet(TrailNum, StepNum);
double[] EurpCall = EuropOption.PriceEurp(SO, K, sigma, r, T, StepNum, TrailNum, Randoms);
double[] GreekValue = Greek.Greeks(SO, K, sigma, r, T, StepNum, TrailNum, Randoms);
string OutPut;
//output the results
OutPut = Convert.ToString("EurCallprice : " + EurpCall[0] + "\n" + "EurPutprice : " + EurpCall[1] + "\n" + "EurCallStdEr : " + EurpCall[2] + "\n" + "EurPutStdEr : " + EurpCall[3] + "\n" + "EurCallDelta : " + GreekValue[0] + "\n" + "EurPutDelta : " + GreekValue[1] + "\n" + "EurCallGamma : " + GreekValue[2] + "\n" + "EurPutGamma : " + GreekValue[3] + "\n" + "EurCallVega : " + GreekValue[4] + "\n" + "EurPutVega : " + GreekValue[5] + "\n" + "EurCallTheta : " + GreekValue[6] + "\n" + "EurPutTheta : " + GreekValue[7] + "\n" + "EurCallRho : " + GreekValue[8] + "\n" + "EurPutRho : " + GreekValue[9]);
MessageBox.Show(OutPut);
}
catch (Exception)
{
MessageBox.Show("All the inputs need to be numbers.");
}
}
//define a trigger event
private void Submit_Click(object sender, RoutedEventArgs e)
{
watch.Start();
//catch the exception
try
{
SO = Convert.ToDouble(this.So.Text);
K = Convert.ToDouble(this.k.Text);
sigma = Convert.ToDouble(this.Sigma.Text);
r = Convert.ToDouble(this.R.Text);
T = Convert.ToDouble(this.Tenor.Text);
TrailNum = Convert.ToInt32(this.Trail.Text);
StepNum = Convert.ToInt32(this.Step.Text);
Anti = Convert.ToInt32(this.AntiOrNot.Text);
Divident = Convert.ToDouble(this.Div.Text);
DeltaBase = Convert.ToInt32(this.deltabased.Text);
MultiThread = Convert.ToInt32(this.Multithread.Text);
double[,] Randoms;
if (MultiThread == 1)
{
Randoms = RandomNum.RandomSetMulti(TrailNum, StepNum);
}
else
{
Randoms = RandomNum.RandomSetMulti1(TrailNum, StepNum);
}
increase(1);
double[] EurpCall = EuropOption.PriceEurp(SO, K, sigma, r, T, StepNum, TrailNum, Randoms, Anti, Divident, DeltaBase, MultiThread);
double[] GreekValue = Greek.Greeks(SO, K, sigma, r, T, StepNum, TrailNum, Randoms, Anti, Divident, DeltaBase, MultiThread);
string OutPut;
//output the results
watch.Stop();
OutPut = Convert.ToString("EurCallprice : " + EurpCall[0] + "\n" + "EurPutprice : " + EurpCall[1] + "\n" + "EurCallStdEr : " + EurpCall[2] + "\n" + "EurPutStdEr : " + EurpCall[3] + "\n" + "EurCallDelta : " + GreekValue[0] + "\n" + "EurPutDelta : " + GreekValue[1] + "\n" + "EurCallGamma : " + GreekValue[2] + "\n" + "EurPutGamma : " + GreekValue[3] + "\n" + "EurCallVega : " + GreekValue[4] + "\n" + "EurPutVega : " + GreekValue[5] + "\n" + "EurCallTheta : " + GreekValue[6] + "\n" + "EurPutTheta : " + GreekValue[7] + "\n" + "EurCallRho : " + GreekValue[8] + "\n" + "EurPutRho : " + GreekValue[9] + "\n" + "Timer : " + watch.Elapsed.TotalSeconds.ToString() + "\n" + "Cores : " + cores);
MessageBox.Show(OutPut);
}
catch (Exception)
{
MessageBox.Show("All the inputs need to be numbers.");
}
}
