private void CalculateData()
{
//read data: S,K,r,Sigma,T,Trials,steps
label_bar.Text = "Reading data";
inprogress(10);
//S means underlying
double S = Convert.ToDouble(TextBox_S.Text);
//K means strike price
double K = Convert.ToDouble(TextBox_K.Text);
//r means the interest rate
double r = Convert.ToDouble(TextBox_r.Text);
//Sigma means volatility
double Sigma = Convert.ToDouble(TextBox_Sigma.Text);
//T means tenor
double T = Convert.ToDouble(TextBox_T.Text);
//Trials means the trials of Mento Carlo Simulations
int Trials = Convert.ToInt32(TextBox_Sims.Text);
//steps means the steps to calculate the option price
int steps = Convert.ToInt32(TextBox_Steps.Text);
bool Type = Convert.ToBoolean(Radio_Call.Checked);
bool AntVar = Convert.ToBoolean(checkbox_AntVar.Checked);
bool CV = Convert.ToBoolean(checkbox_CV.Checked);
bool Multithreading = Convert.ToBoolean(checkBox_MT.Checked);
//European
if (comboBox1.SelectedIndex == 0)
{
//store the data
Option Euroption = new European(S, K, r, Sigma, T, Trials, steps, Type, AntVar, CV, Multithreading, 0, 0, 0);
//option price
label_bar.Text = "Calculating Price";
inprogress(30);
TextBox_Price.Text = Convert.ToString(Euroption.OptionPrice()[0]);
//delta
label_bar.Text = "Calculating Delta";
inprogress(40);
TextBox_Delta.Text = Convert.ToString(Euroption.Delta());
//gamma
label_bar.Text = "Calculating Gamma";
inprogress(50);
TextBox_Gamma.Text = Convert.ToString(Euroption.Gamma());
//vega
label_bar.Text = "Calculating Vega";
inprogress(60);
TextBox_Vega.Text = Convert.ToString(Euroption.Vega());
//theta
label_bar.Text = "Calculating Theta";
inprogress(70);
TextBox_Theta.Text = Convert.ToString(Euroption.Theta());
//rho
label_bar.Text = "Calculating Rho";
inprogress(80);
TextBox_Rho.Text = Convert.ToString(Euroption.Rho());
//standard error
label_bar.Text = "Calculating Standard Error";
inprogress(90);
TextBox_Std.Text = Convert.ToString(Euroption.OptionPrice()[1]);
TextBox_Cores.Text = Convert.ToString(Euroption.core_num());
label_bar.Text = "Done.";
inprogress(100);
}
//Asian
if (comboBox1.SelectedIndex == 1)
{
//store the data
Option AsianOption = new Asian(S, K, r, Sigma, T, Trials, steps, Type, AntVar, CV, Multithreading, 0, 0, 0);
//option price
label_bar.Text = "Calculating Price";
inprogress(30);
TextBox_Price.Text = Convert.ToString(AsianOption.OptionPrice()[0]);
//delta
label_bar.Text = "Calculating Delta";
inprogress(40);
TextBox_Delta.Text = Convert.ToString(AsianOption.Delta());
//gamma
label_bar.Text = "Calculating Gamma";
inprogress(50);
TextBox_Gamma.Text = Convert.ToString(AsianOption.Gamma());
//vega
label_bar.Text = "Calculating Vega";
inprogress(60);
TextBox_Vega.Text = Convert.ToString(AsianOption.Vega());
//theta
label_bar.Text = "Calculating Theta";
inprogress(70);
TextBox_Theta.Text = Convert.ToString(AsianOption.Theta());
//rho
label_bar.Text = "Calculating Rho";
inprogress(80);
TextBox_Rho.Text = Convert.ToString(AsianOption.Rho());
//standard error
label_bar.Text = "Calculating Standard Error";
inprogress(90);
TextBox_Std.Text = Convert.ToString(AsianOption.OptionPrice()[1]);
TextBox_Cores.Text = Convert.ToString(AsianOption.core_num());
label_bar.Text = "Done.";
inprogress(100);
}
//Digital
if (comboBox1.SelectedIndex == 2)
{
//store the data
if (TextBox_Rebate.Text == string.Empty)
{
label_bar.Text = "Missing some inputs";
}
else
{
double Rebate = Convert.ToDouble(TextBox_Rebate.Text);
Option DigitalOption = new Digital(S, K, r, Sigma, T, Trials, steps, Type, AntVar, CV, Multithreading, Rebate, 0, 0);
//option price
label_bar.Text = "Calculating Price";
inprogress(30);
TextBox_Price.Text = Convert.ToString(DigitalOption.OptionPrice()[0]);
//delta
label_bar.Text = "Calculating Delta";
inprogress(40);
TextBox_Delta.Text = Convert.ToString(DigitalOption.Delta());
//gamma
label_bar.Text = "Calculating Gamma";
inprogress(50);
TextBox_Gamma.Text = Convert.ToString(DigitalOption.Gamma());
//vega
label_bar.Text = "Calculating Vega";
inprogress(60);
TextBox_Vega.Text = Convert.ToString(DigitalOption.Vega());
//theta
label_bar.Text = "Calculating Theta";
inprogress(70);
TextBox_Theta.Text = Convert.ToString(DigitalOption.Theta());
//rho
label_bar.Text = "Calculating Rho";
inprogress(80);
TextBox_Rho.Text = Convert.ToString(DigitalOption.Rho());
//standard error
label_bar.Text = "Calculating Standard Error";
inprogress(90);
TextBox_Std.Text = Convert.ToString(DigitalOption.OptionPrice()[1]);
TextBox_Cores.Text = Convert.ToString(DigitalOption.core_num());
label_bar.Text = "Done.";
inprogress(100);
}
}
//Barrier
if (comboBox1.SelectedIndex == 3)
{
//store the data
if (TextBox_Barrier.Text == string.Empty)
{
label_bar.Text = "Missing some inputs";
}
else
{
double Barrier = Convert.ToDouble(TextBox_Barrier.Text);
int barrtype = Convert.ToInt32(comboBox2.SelectedIndex);
Option BarrierOption = new Barrier(S, K, r, Sigma, T, Trials, steps, Type, AntVar, CV, Multithreading, 0, Barrier, barrtype);
//option price
label_bar.Text = "Calculating Price";
inprogress(30);
TextBox_Price.Text = Convert.ToString(BarrierOption.OptionPrice()[0]);
//delta
label_bar.Text = "Calculating Delta";
inprogress(40);
TextBox_Delta.Text = Convert.ToString(BarrierOption.Delta());
//gamma
label_bar.Text = "Calculating Gamma";
inprogress(50);
TextBox_Gamma.Text = Convert.ToString(BarrierOption.Gamma());
//vega
label_bar.Text = "Calculating Vega";
inprogress(60);
TextBox_Vega.Text = Convert.ToString(BarrierOption.Vega());
//theta
label_bar.Text = "Calculating Theta";
inprogress(70);
TextBox_Theta.Text = Convert.ToString(BarrierOption.Theta());
//rho
label_bar.Text = "Calculating Rho";
inprogress(80);
TextBox_Rho.Text = Convert.ToString(BarrierOption.Rho());
//standard error
label_bar.Text = "Calculating Standard Error";
inprogress(90);
TextBox_Std.Text = Convert.ToString(BarrierOption.OptionPrice()[1]);
TextBox_Cores.Text = Convert.ToString(BarrierOption.core_num());
label_bar.Text = "Done.";
inprogress(100);
}
}
//Lookback
if (comboBox1.SelectedIndex == 4)
{
//store the data
Option LookbackOption = new Lookback(S, K, r, Sigma, T, Trials, steps, Type, AntVar, CV, Multithreading, 0, 0, 0);
//option price
label_bar.Text = "Calculating Price";
inprogress(30);
TextBox_Price.Text = Convert.ToString(LookbackOption.OptionPrice()[0]);
//delta
label_bar.Text = "Calculating Delta";
inprogress(40);
TextBox_Delta.Text = Convert.ToString(LookbackOption.Delta());
//gamma
label_bar.Text = "Calculating Gamma";
inprogress(50);
TextBox_Gamma.Text = Convert.ToString(LookbackOption.Gamma());
//vega
label_bar.Text = "Calculating Vega";
inprogress(60);
TextBox_Vega.Text = Convert.ToString(LookbackOption.Vega());
//theta
label_bar.Text = "Calculating Theta";
inprogress(70);
TextBox_Theta.Text = Convert.ToString(LookbackOption.Theta());
//rho
label_bar.Text = "Calculating Rho";
inprogress(80);
TextBox_Rho.Text = Convert.ToString(LookbackOption.Rho());
//standard error
label_bar.Text = "Calculating Standard Error";
inprogress(90);
TextBox_Std.Text = Convert.ToString(LookbackOption.OptionPrice()[1]);
TextBox_Cores.Text = Convert.ToString(LookbackOption.core_num());
label_bar.Text = "Done.";
inprogress(100);
}
//Range
if (comboBox1.SelectedIndex == 5)
{
//store the data
Option RangeOption = new Range(S, K, r, Sigma, T, Trials, steps, Type, AntVar, CV, Multithreading, 0, 0, 0);
//option price
label_bar.Text = "Calculating Price";
inprogress(30);
TextBox_Price.Text = Convert.ToString(RangeOption.OptionPrice()[0]);
//delta
label_bar.Text = "Calculating Delta";
inprogress(40);
TextBox_Delta.Text = Convert.ToString(RangeOption.Delta());
//gamma
label_bar.Text = "Calculating Gamma";
inprogress(50);
TextBox_Gamma.Text = Convert.ToString(RangeOption.Gamma());
//vega
label_bar.Text = "Calculating Vega";
inprogress(60);
TextBox_Vega.Text = Convert.ToString(RangeOption.Vega());
//theta
label_bar.Text = "Calculating Theta";
inprogress(70);
TextBox_Theta.Text = Convert.ToString(RangeOption.Theta());
//rho
label_bar.Text = "Calculating Rho";
inprogress(80);
TextBox_Rho.Text = Convert.ToString(RangeOption.Rho());
//standard error
label_bar.Text = "Calculating Standard Error";
inprogress(90);
TextBox_Std.Text = Convert.ToString(RangeOption.OptionPrice()[1]);
TextBox_Cores.Text = Convert.ToString(RangeOption.core_num());
label_bar.Text = "Done.";
inprogress(100);
}
}
