private void button1_Click(object sender, EventArgs e)
{
progressBar1.Value = 0;
Stopwatch timer = new Stopwatch();
timer.Start();
int index_EuroC = Convert.ToInt32(EuropeanCall.Checked);
int index_EuroP = Convert.ToInt32(EuropeanPut.Checked);
int index_AsiaC = Convert.ToInt32(AsianCall.Checked);
int index_AsiaP = Convert.ToInt32(AsianPut.Checked);
int index_DigC = Convert.ToInt32(DigitalCall.Checked);
int index_DigP = Convert.ToInt32(DigitalPut.Checked);
int index_downout = Convert.ToInt32(downout.Checked);
int index_upout = Convert.ToInt32(upout.Checked);
int index_downin = Convert.ToInt32(downin.Checked);
int index_upin = Convert.ToInt32(upin.Checked);
int index_LookC = Convert.ToInt32(LookbackCall.Checked);
int index_LookP = Convert.ToInt32(LookbackPut.Checked);
int index_Range = Convert.ToInt32(RangeCall.Checked);
progressBar1.Value = progressBar1.Value + 5;
bool threadingindex = Convert.ToBoolean(Threading.Checked);
bool index_anti = Convert.ToBoolean(Antithetic.Checked);
progressBar1.Value = progressBar1.Value + 5;
bool index_cv = Convert.ToBoolean(control_variate.Checked);
progressBar1.Value = progressBar1.Value + 5;
randomnumber RandInstance = new randomnumber();
progressBar1.Value = progressBar1.Value + 5;
double s = Convert.ToDouble(stock_price.Text);
progressBar1.Value = progressBar1.Value + 5;
double k = Convert.ToDouble(strike_price.Text);
progressBar1.Value = progressBar1.Value + 5;
double r = Convert.ToDouble(risk_free_rate.Text);
progressBar1.Value = progressBar1.Value + 5;
double T = Convert.ToDouble(Time.Text);
progressBar1.Value = progressBar1.Value + 5;
double sigma = Convert.ToDouble(volatility.Text);
progressBar1.Value = progressBar1.Value + 5;
int N = Convert.ToInt32(steps.Text);
progressBar1.Value = progressBar1.Value + 5;
int trials = Convert.ToInt32(Trials.Text);
progressBar1.Value = progressBar1.Value + 5;
Option option;
if (index_EuroC == 1 || index_EuroP == 1)
{
option = new EuropeanOption(s, k, r, T, N, sigma, trials, index_EuroC, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
if (index_AsiaC == 1 || index_AsiaP == 1)
{
option = new AsianOption(s, k, r, T, N, sigma, trials, index_AsiaC, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
if (index_downin == 1 || index_downout == 1 || index_upin == 1 || index_upout == 1)
{
if (index_downin == 1 || index_upin == 1)
{
option = new BarrierinOption(s, k, r, T, N, sigma, trials, index_upin, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
if (index_downout == 1 || index_upout == 1)
{
option = new BarrierinOption(s, k, r, T, N, sigma, trials, index_upout, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
}
if (index_DigC == 1 || index_DigP == 1)
{
option = new DigitalOption(s, k, r, T, N, sigma, trials, index_DigC, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
if (index_LookC == 1 || index_LookP == 1)
{
option = new LookBackOption(s, k, r, T, N, sigma, trials, index_LookC, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
if (index_Range == 1)
{
option = new Range(s, k, r, T, N, sigma, trials, index_DigC, index_anti, index_cv, threadingindex);
progressBar1.Value = progressBar1.Value + 5;
double standard_error;
progressBar1.Value = progressBar1.Value + 5;
Option_result.Text = Convert.ToString(option.optionprice(out standard_error));
progressBar1.Value = progressBar1.Value + 5;
Delta.Text = Convert.ToString(option.delta());
progressBar1.Value = progressBar1.Value + 5;
Gamma.Text = Convert.ToString(option.gamma());
progressBar1.Value = progressBar1.Value + 5;
Vega.Text = Convert.ToString(option.vega());
progressBar1.Value = progressBar1.Value + 5;
Thelta.Text = Convert.ToString(option.thelta());
progressBar1.Value = progressBar1.Value + 5;
Rho.Text = Convert.ToString(option.rho());
progressBar1.Value = progressBar1.Value + 5;
SE_result.Text = Convert.ToString(standard_error);
progressBar1.Value = progressBar1.Value + 5;
timer.Stop();
TimeSpan ts = timer.Elapsed;
string elapsedTime = String.Format("{0:00} h and {1:00} m {2:00} s and {3:00} ms", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10);
time_mark.Text = Convert.ToString(elapsedTime);
}
}
