public OptionPricingViewModel(OptionPricePlotViewModel plotViewModel)
{
base.ViewName = "Option Pricing Window";
_plotViewModel = plotViewModel;
ResultProperties = new ObservableCollection <Property>();
ResultProperties.Add(new Property(ResultKeyConstants.Price, ""));
ResultProperties.Add(new Property(ResultKeyConstants.Delta, ""));
ResultProperties.Add(new Property(ResultKeyConstants.Vega, ""));
InputProperties = new List <Property>();
Selection instrumentTypes = new Selection();
List <object> instrumentTypesList = new List <object>();
instrumentTypesList.Add("American Option");
instrumentTypesList.Add("European Option");
instrumentTypes.Items = instrumentTypesList;
instrumentTypes.SelectedItem = instrumentTypes.Items[0];
InputProperties.Add(new Property(InputKeyConstants.OptionType, instrumentTypes));
Selection methodTypes = new Selection();
List <object> methodList = new List <object>();
methodList.Add("CRR Binomial Method");
methodTypes.Items = methodList;
InputProperties.Add(new Property(InputKeyConstants.BinomialType, methodTypes));
InputProperties.Add(new Property(InputKeyConstants.NumberOfSteps, 10.0));
InputProperties.Add(new Property(InputKeyConstants.InterestRate, 0.05));
InputProperties.Add(new Property(InputKeyConstants.Volatility, 0.5));
InputProperties.Add(new Property(InputKeyConstants.Strike, 0.5));
InputProperties.Add(new Property(InputKeyConstants.Expiry, 1.0));
InputProperties.Add(new Property(InputKeyConstants.CostOfCarry, 0.1));
InputProperties.Add(new Property(InputKeyConstants.CurrentPrice, 0.5));
InputProperties.Add(new Property(InputKeyConstants.IsCall, 1.0));
CalculateOptionPriceCommand = new RelayCommand(param => this.CalculateOptionPrice());
}
private void initPanels()
{
_topLeftUserControl = new OptionPricePlotViewModel();
_bottomLeftUserControl = new OptionPricingViewModel(_topLeftUserControl as OptionPricePlotViewModel);
_bottomRightUserControl = new StocksViewModel();
}