private void btn_calculate_Click(object sender, EventArgs e)
{
// Define some variables for calculation
double S0, K, r, T, sigma;
int N, trials;
// use tryparse to check whether the user enterd correct type of value for each text box
if (double.TryParse(textBox_S.Text, out S0) &&
double.TryParse(textBox_K.Text, out K) &&
double.TryParse(textBox_r.Text, out r) &&
double.TryParse(textBox_T.Text, out T) &&
double.TryParse(textBox_sigma.Text, out sigma) &&
int.TryParse(textBox_N.Text, out N) &&
int.TryParse(textBox_trials.Text, out trials))
{
// if all the inputs are correct, do the following calculation
// Calculating the European call option price and greeks
if (radioButton_EuropeanCall.Checked)
{
// Define the variables
bool isput = false;
// Create a instance for RandomGenerator class
RandomGenerator RG = new RandomGenerator();
double[,] RandomNormal1 = RG.RandomNormal(trials, N);
// Create a instance for Option class
Option opt1 = new Option();
EuroOption opt2 = new EuroOption();
double[,] sims = opt1.GetSimulations(S0, K, r, sigma, T, trials, N, RandomNormal1);
// Calculating and outputing the european call option price
label_OptionResult.Text = opt2.EUPrice(K, r, T, trials, N, RandomNormal1, sims, isput).ToString();
// Calculating and outputing the delta value for European call option
Greeks greek1 = new Greeks();
label_DeltaResult.Text = greek1.Delta(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the gamma value for European call option
label_GammaResult.Text = greek1.Gamma(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the vega value for European call option
label_VegaResult.Text = greek1.Vega(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the theta value for European call option
label_ThetaResult.Text = greek1.Theta(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the rho value for European call option
label_RhoResult.Text = greek1.Rho(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the SE value for European call option
label_SEResult.Text = greek1.SE(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
}
// Calculating the Euroean put option price and greeks
else if (radioButton_EuropeanPut.Checked)
{
// Define the variables
bool isput = true;
// Create a instance for RandomGenerator class
RandomGenerator RG = new RandomGenerator();
double[,] RandomNormal1 = RG.RandomNormal(trials, N);
// Create a instance for Option class
Option opt1 = new Option();
EuroOption opt2 = new EuroOption();
double[,] sims = opt1.GetSimulations(S0, K, r, sigma, T, trials, N, RandomNormal1);
// Calculating and outputing the european put option price
label_OptionResult.Text = opt2.EUPrice(K, r, T, trials, N, RandomNormal1, sims, isput).ToString();
// Calculating and outputing the delta value for European put option
Greeks greek1 = new Greeks();
label_DeltaResult.Text = greek1.Delta(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the gamma value for European put option
label_GammaResult.Text = greek1.Gamma(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the vega value for European put option
label_VegaResult.Text = greek1.Vega(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the theta value for European put option
label_ThetaResult.Text = greek1.Theta(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the rho value for European put option
label_RhoResult.Text = greek1.Rho(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
// Calculating and outputing the SE value for European put option
label_SEResult.Text = greek1.SE(S0, K, r, sigma, T, N, trials, RandomNormal1, isput).ToString();
}
// Calculating the American call option price and greeks
else if (radioButton_AmericanCall.Checked)
{
label_OptionResult.Text = "Sorry. Coming Soon!";
}
// Calculating the American put option price and greeks
else if (radioButton_AmericanPut.Checked)
{
label_OptionResult.Text = "Sorry. Coming Soon!";
}
}
// Output the error message if the user inputs inpropriate data
else
{
label_OptionResult.Text = "Error! Please check your inputs";
}
}
