private void CalculatePrices()
{
if (S <= 0 || K <= 0 || r <= 0 || t <= 0 || sigma <= 0)
{
ErrorMsg = "Please, fill all fields with values >0";
return;
}
else
{
ErrorMsg = "";
try
{
var bc = new BlacksCholes {
S = S, K = K, r = r, sigma = sigma, t = t
};
BlacksCholesCalculator.CalculatePremium(ref bc);
CallPrice = bc.Call;
PutPrice = bc.Put;
}
catch (DivideByZeroException ex)
{
ErrorMsg = "if you use / make sure to add .0 to the end of the number for example 180/365.0";
return;
}
catch (Exception ex)
{
ErrorMsg = ex.Message;
return;
}
}
}
public void Calculate_d2(double S, double K, double t, double sigma, double r, double d2)
{
//Arrange
var blacksCholes = new BlacksCholes {
S = S, K = K, t = t, sigma = sigma, r = r
};
//Act
BlacksCholesCalculator.CalculatePremium(ref blacksCholes);
//Assert
Assert.AreEqual(d2, Math.Round(blacksCholes.d2, 4));
}
