private void buttonCalibrate_Click(object sender, EventArgs e)
{
CalibrationForm cf = new CalibrationForm(ss);
DialogResult r = cf.ShowDialog();
if (r == DialogResult.OK) /** Calibration successful */
{
if(cf.generatedSpot!=null) curveViewer.AddCurve(new CurveViewer.Curve(cf.generatedSpot, Color.Red));
ss = cf.ss;
foreach (DataGridViewRow dgvr in dataGridViewFutures.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
double mat = (double)cells[0].Value;
cells[1].Value = PriceFuture(mat);
}
foreach (DataGridViewRow dgvr in dataGridViewOption.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
Option newOpt = new Option()
{
Value = (double)cells[0].Value,
StrikePrice = (double)cells[1].Value,
DaysTilExpiry = (int)cells[2].Value,
Type = (string)cells[3].Value,
};
cells[4].Value = PriceOption(newOpt);
}
}
}
private void buttonCalibrate_Click(object sender, EventArgs e)
{
CalibrationForm cf = new CalibrationForm(ss);
DialogResult r = cf.ShowDialog();
if (r == DialogResult.OK) /** Calibration successful */
{
if (cf.generatedSpot != null)
{
curveViewer.AddCurve(new CurveViewer.Curve(cf.generatedSpot, Color.Red));
}
ss = cf.ss;
foreach (DataGridViewRow dgvr in dataGridViewFutures.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
double mat = (double)cells[0].Value;
cells[1].Value = PriceFuture(mat);
}
foreach (DataGridViewRow dgvr in dataGridViewOption.Rows)
{
DataGridViewCellCollection cells = dgvr.Cells;
Option newOpt = new Option()
{
Value = (double)cells[0].Value,
StrikePrice = (double)cells[1].Value,
DaysTilExpiry = (int)cells[2].Value,
Type = (string)cells[3].Value,
};
cells[4].Value = PriceOption(newOpt);
}
}
}