private void button2_Click(object sender, EventArgs e)
{
try
{
int numOfPaths = Convert.ToInt32(textBox6.Text);
double spot = Double.Parse(textBox1.Text);
double Strike = Double.Parse(textBox2.Text);
double expiry = Double.Parse(textBox3.Text);
double interest = Double.Parse(textBox4.Text);
double vol = Double.Parse(textBox5.Text);
double mean = Math.Pow((1.0 + interest / 100), (1.0 / 252)) - 1.0;
double stdDev = vol / (Math.Sqrt(252) * 100);
PricerProj.MCGenerator monty = new PricerProj.MCGenerator(mean, stdDev, 1.0);
List<double[]> results = monty.generatePathsHist(spot, numOfPaths, expiry);
plotData(results);
}
catch
{
MessageBox.Show("Please check all inputs are entered");
}
}
private void button1_Click(object sender, EventArgs e)
{
try
{
int numOfPaths = 100000;
double spot = Double.Parse(textBox1.Text);
double Strike = Double.Parse(textBox2.Text);
double expiry = Double.Parse(textBox3.Text);
double interest = Double.Parse(textBox4.Text);
double vol = Double.Parse(textBox5.Text);
double mean = Math.Pow((1.0 + interest / 100), (1.0 / 252)) - 1.0;
double stdDev = vol / (Math.Sqrt(252) * 100);
PricerProj.MCGenerator monty = new PricerProj.MCGenerator(mean, stdDev, 1.0);
double[] results = monty.generatePaths(spot, numOfPaths, expiry);
double average = results.Average();
textBox7.Text = Math.Max(average - Strike, 0.0).ToString();
}
catch
{
MessageBox.Show("Please check all inputs are entered");
}
}
