private void barrierOptionType_SelectionChanged(object sender, SelectionChangedEventArgs e)
        {
            String barrierOptionTyp = ((ComboBoxItem)this.barrierOptionType.SelectedValue).Name;

            switch (barrierOptionTyp)
            {
            case "downout":
                this.barrierOptiont = BarrierOptionType.DOWNOUT;
                break;

            case "downin":
                this.barrierOptiont = BarrierOptionType.DOWNIN;
                break;

            case "upout":
                this.barrierOptiont = BarrierOptionType.UPOUT;
                break;

            case "upin":
                this.barrierOptiont = BarrierOptionType.UPIN;
                break;

            default:
                break;
            }
        }
Example #2
0
 public BarrierOption(string symbol, ISecurity underlying, DateTime expiryDate, double strikePrice, double historicalVolatility, OptionType type, OptionKind optionKind, Double barrier, BarrierOptionType barrierOptionType)
 {
     this.symbol               = symbol;
     this.underlying           = underlying;
     this.expiryDate           = expiryDate;
     this.strikePrice          = strikePrice;
     this.historicalVolatility = historicalVolatility;
     this.type              = type;
     this.optionKind        = optionKind;
     this.barrier           = barrier;
     this.barrierOptionType = barrierOptionType;
 }