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 = b.randommatrixgenerator(step, trial); //get random matrix a.Randommatrix = rmatrix; if (radioButton.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]); textBox_std.Text = Convert.ToString(list1[6]); } else if (radioButton1.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]); textBox_std.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(); }
private void button_Click(object sender, RoutedEventArgs e) { try //error handle { watch.Reset(); watch.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 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 { 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(); }