void Init()
{
Instance = this;
this.BackColor = Colours.background;
regions = FileHandling.LoadRegions(); //loading regions
interestRegion = regions[0];
}
///interpolates to find an interest rate for the specified
private static float GetIntrestRate(InterestRegion region, int days)
{
if (region.bonds == null)
{
return(-1);
}
Bond _lower = GetNearestBond(region.bonds, days, "down");
Bond _upper = GetNearestBond(region.bonds, days, "up");
return(Interpolate(_lower.duration, _upper.duration, _lower.interestRate, _upper.interestRate, days));
}
//////////////////////////////////////////////////////////
/// deals with loading bonds
public static InterestRegion[] LoadRegions()
{
//reading all text in the file and splitting into regions
string[] _dirtyBonds = File.ReadAllText("InterestRegions.txt").Split('|');
//array to store regions being read from file
InterestRegion[] _regions = new InterestRegion[_dirtyBonds.Length];
//loops through saving every region
for (int i = 0; i < _regions.Length; i++)
{
_regions[i] = new InterestRegion();
string[] _parts = _dirtyBonds[i].Split(':');
_regions[i].name = _parts[0]; //setting name of region
_regions[i].bonds = new Bond[_parts.Length - 1]; //setting lengt of array
//loop going through and saving each bond
for (int j = 1; j < _parts.Length; j++)
{
string[] _working = _parts[j].Split(','); //current bond
_regions[i].bonds[j - 1] = new Bond(Convert.ToInt32(_working[1]), (float)Convert.ToDecimal(_working[0]));
}
}
return(_regions);
}
///calculates forward price bounds given price, dividend predictions, time until maturity and interest region
public static float[] GetForwardPrices(StockInformation _stock, float[] _dividends, int _timeUntilMaturity, InterestRegion _region)
{
float[] prices = new float[3];
float riskFreeRate = GetIntrestRate(_region, _timeUntilMaturity);
for (int i = 0; i < _dividends.Length; i++)
{
prices[i] = GetForwardPrice(_stock, _dividends[i], _timeUntilMaturity, riskFreeRate);
}
return(prices);
}