private void button_Click(object sender, RoutedEventArgs e)
{
try //error handle
{
double stockprice = Convert.ToDouble(textBox_S.Text); //get stock price from textbox
double strike = Convert.ToDouble(textBox_K.Text); // get strike price from textbox
double time = Convert.ToDouble(textBox_T.Text); //get tenor from textbox
double sigma = Convert.ToDouble(textBox_sigma.Text); //get volitality from textbox
double r = Convert.ToDouble(textBox_r.Text); //get interest rate from textbox
int step = Convert.ToInt32(textBox_step.Text); //get num of steps of one simulation
int trial = Convert.ToInt32(textBox_trial.Text); //get num of trials
option a = new option();
randomnumber b = new randomnumber();
a.Strike = strike;
a.Stockprice = stockprice;
a.Step = step;
a.Trial = trial;
a.Time = time;
a.Vol = sigma;
a.Rate = r;
double[,] rmatrix = new double[step, trial];
if (antithetic.IsChecked == true)
{
rmatrix = b.antitheticgenerator(step, trial);
} //use antithetic method to get random matrix
else
{
rmatrix = b.randommatrixgenerator(step, trial);
} //get random matrix
a.Randommatrix = rmatrix;
if (callButton.IsChecked == true) //get the option type if option is a call
{
double[] list1 = a.callgreek(); //get result
//output result to GUI
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
if (antithetic.IsChecked == true) //if use antithetic variance reduction
{
textBox_se.Text = Convert.ToString(list1[7]);
}
else
{
textBox_se.Text = Convert.ToString(list1[6]);//if use traditional way to produce random number
}
}
else if (putButton1.IsChecked == true) //if option is a put
{
double[] list1 = a.putgreek();
//output result to GUI
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
if (antithetic.IsChecked == true)
{
textBox_se.Text = Convert.ToString(list1[7]);
}
else
{
textBox_se.Text = Convert.ToString(list1[6]);
}
}
else //if the optiontype is not determined
{
MessageBox.Show("optiontype can't be null");
}
}
catch (Exception x)
{
MessageBox.Show("Error:" + x);
}
}
private void button_Click(object sender, RoutedEventArgs e)
{
try //error handle
{
progress = 0;
watch.Reset();
watch.Start();
Thread t1 = new Thread(new ThreadStart(dowork)); t1.Start();
double stockprice = Convert.ToDouble(textBox_S.Text); //get stock price from textbox
double strike = Convert.ToDouble(textBox_K.Text); // get strike price from textbox
double time = Convert.ToDouble(textBox_T.Text); //get tenor from textbox
double sigma = Convert.ToDouble(textBox_sigma.Text); //get volitality from textbox
double r = Convert.ToDouble(textBox_r.Text); //get interest rate from textbox
int step = Convert.ToInt32(textBox_step.Text); //get num of steps of one simulation
int trial = Convert.ToInt32(textBox_trial.Text); //get num of trials
int core = System.Environment.ProcessorCount; //get num of core
textBox_time_core.Text = Convert.ToString(core);
option a = new option();
randomnumber b = new randomnumber();
a.Strike = strike;
a.Stockprice = stockprice;
a.Step = step;
a.Trial = trial;
a.Time = time;
a.Vol = sigma;
a.Rate = r;
double[,] rmatrix = new double[step, trial];
if (mutiple.IsChecked == true) //use mutiple thread
{
mutiplethread thread = new mutiplethread();
thread.Strike = strike;
thread.Stockprice = stockprice;
thread.Step = step;
thread.Trial = trial;
thread.Time = time;
thread.Vol = sigma;
thread.Rate = r;
thread.getlength();
bool boolantithetic = (antithetic.IsChecked == true);
bool boolcvmethod = (control_variate.IsChecked == true);
bool boolcall = true;
if (callButton.IsChecked == true)
{
boolcall = (callButton.IsChecked == true);
}
else if (putButton1.IsChecked == true)
{
boolcall = (putButton1.IsChecked == false);
}
else
{
MessageBox.Show("optiontype can't be null");
}
//create a list1 to save output
double[] list1 = thread.threadpractice(strike, stockprice, r, sigma, step, trial, core, time, boolantithetic, boolcvmethod, boolcall);
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
textBox_se.Text = Convert.ToString(list1[6]);
}
else //not use mutiple thread
{
if (antithetic.IsChecked == true)
{
rmatrix = b.antitheticgenerator(step, trial);
} //use antithetic method to get random matrix
else
{
rmatrix = b.randommatrixgenerator(step, trial);
} //get random matrix
a.Randommatrix = rmatrix;
if (callButton.IsChecked == true) //get the option type if option is a call
{
if (control_variate.IsChecked == false) //if not use cv method
{
double[] list1 = a.callgreek(); //get result
//output result to GUI
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
if (antithetic.IsChecked == true) //if use antithetic variance reduction
{
textBox_se.Text = Convert.ToString(list1[7]);
}
else
{
textBox_se.Text = Convert.ToString(list1[6]);//if use traditional way to produce random number
}
}
else //use the cv method
{
double[] list1 = a.CVcallgreek(); //get result
//output result to GUI
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
if (antithetic.IsChecked == true) //if use antithetic variance reduction
{
textBox_se.Text = Convert.ToString(list1[7]);
}
else
{
textBox_se.Text = Convert.ToString(list1[6]);//if use traditional way to produce random number
}
}
}
else if (putButton1.IsChecked == true) //if option is a put
{
if (control_variate.IsChecked == false) //if not use the cv method
{
double[] list1 = a.putgreek();
//output result to GUI
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
if (antithetic.IsChecked == true)
{
textBox_se.Text = Convert.ToString(list1[7]);
}
else
{
textBox_se.Text = Convert.ToString(list1[6]);
}
}
else //if use the cv method
{
double[] list1 = a.CVputgreek();
//output result to GUI
textBox_delta.Text = Convert.ToString(list1[0]);
textBox_gamma.Text = Convert.ToString(list1[1]);
textBox_vega.Text = Convert.ToString(list1[2]);
textBox_rho.Text = Convert.ToString(list1[3]);
textBox_theta.Text = Convert.ToString(list1[4]);
textBox_Price.Text = Convert.ToString(list1[5]);
if (antithetic.IsChecked == true)
{
textBox_se.Text = Convert.ToString(list1[7]);
}
else
{
textBox_se.Text = Convert.ToString(list1[6]);
}
}
}
else //if the optiontype is not determined
{
MessageBox.Show("optiontype can't be null");
}
}
}
catch (Exception x)
{
MessageBox.Show("Error:" + x);
}
watch.Stop(); //add timer
textBox_time.Text = watch.Elapsed.Hours.ToString() + ":" + watch.Elapsed.Minutes.ToString() + ":" + watch.Elapsed.Seconds.ToString() + ":" + watch.Elapsed.Milliseconds.ToString();
}
