static void Main(string[] args)
{
var date = new Date(Weekday.Fri, Month.Jul, 1990);
try
{
var myOption = new VanillaOption();
Console.WriteLine(myOption.Npv());
}
catch (NotImplementedException ex)
{
Console.WriteLine("Some {0}", ex.Message.ToString());
}
Console.ReadLine();
}
private void btnPrice_Click(object sender, EventArgs e)
{
try
{
var date = new Date(Weekday.Fri, (Month) cboMonth.SelectedItem, (int) cboMonth.SelectedItem);
var fxOption = new VanillaOption((Exercise) cboExerciseType.SelectedItem, double.Parse(tbStrike.Text),
double.Parse(tbSpot.Text), double.Parse(tbCrossRfR.Text), double.Parse(tbBRfR.Text),
double.Parse(tbTtM.Text), double.Parse(tbVolatility.Text), date, (OptionPricing.ValuationMethod) cboValuationMethod.SelectedItem, (OptionPricing.Type) cboType.SelectedItem);
tboPrice.Text = fxOption.Npv().ToString();
tbDelta.Text = fxOption.Delta().ToString();
tbGamma.Text = fxOption.Gamma().ToString();
tbTheta.Text = fxOption.Theta().ToString();
tbVega.Text = fxOption.Vega().ToString();
}
catch (NotImplementedException ex)
{
MessageBox.Show("{0}", ex.Message);
}
}
