// Choose which builder you want
public static Tuple <ISde, FdmBase, IRng> ChooseBuilder(int n,
Tuple <double, double, double, double, double, double, int> optionData)
{// Factory method to choose your builder
MCPricerApplication.print(optionData);
MCBuilder <ISde, FdmBase, IRng> builder;
MCBuilder <ISde, FdmBase, IRng> builder2;
int c = 1;
Console.Write("1. MCBuilder, 2. Default Builder ");
c = Convert.ToInt32(Console.ReadLine());
if (1 == n)
{
Console.Write("Chosen 1. MCBuilder ");
builder = new MCBuilder <ISde, FdmBase, IRng>(optionData);
return(builder.Parts());
}
else
{
Console.Write("Chosen 2. MCDefaultBuilder ");
builder2 = new MCBuilder <ISde, FdmBase, IRng>(optionData);
return(builder2.Parts());
}
}
// Choose which builder you want
public static Builder <ISde <double>, FdmBase <double>, IRng <double> > ChooseBuilder(int n)
{
double r = 0.08;
double v = 0.3;
double div = 0.0;
double IC = 60.0;
double T = 0.25;
double K = 65.0;
double beta = 1.0;
/* double r = 0.05;
* double v = 0.2;
* double div = 0.025;
* double IC = 100.0;
* double T = 1.0;
* double K = 100.0;
* double beta = 1.0;// 2.0 / 3.0;*/
/* double r = 0.1;
* double v = 0.2;
* double div = 0.0;
* double IC = 100.0;
* double T = 1.0;
* double K = 100.0;
* double beta = 1.0;*/
Tuple <double, double, double, double, double, double> data = new Tuple <double, double, double, double, double, double>(r, v, div, IC, T, beta);
MCBuilder <ISde <double>, FdmBase <double>, IRng <double> > builder = new MCBuilder <ISde <double>, FdmBase <double>, IRng <double> >(data);
return(builder.Parts);
}
public static void Main()
{
// Get data from Source
Tuple <double, double, double, double, double, double, int> data = GetOptionData();
Console.WriteLine("Choose builder");
// Choose which builder to use
// int choice = 2;
// Tuple<ISde, FdmBase, IRng> parts = BuilderFactory.ChooseBuilder(choice, data);
MCBuilder <ISde, FdmBase, IRng> builder = new MCBuilder <ISde, FdmBase, IRng>(data);
var parts = builder.Parts();
var path = builder.GetPaths();
var finish = builder.GetEnd();
MCMediator mcp = new MCMediator(parts, path, finish, data.Item7);
mcp.start();
// Nestes tuples
/* var t = Tuple.Create(1, 1);
* var t2 = Tuple.Create(t,t);
* Console.WriteLine(t2.Item1.Item1);*/
}
