/// <summary>
/// Asigna estilos visuales a la interfaz grafica
/// gruopbox, labels y graficas.
/// </summary>
private void lookAndFeel()
{
this.BackColor = Color.Black;
#region GroupBox
this.groupBox1.BackColor = Color.Black;
this.groupBox1.ForeColor = Color.White;
this.groupBox2.ForeColor = Color.White;
this.groupBox3.ForeColor = Color.White;
this.groupBox4.ForeColor = Color.White;
this.groupBox5.ForeColor = Color.White;
this.groupBox6.ForeColor = Color.White;
this.groupBox7.ForeColor = Color.White;
this.groupBox8.ForeColor = Color.White;
#endregion
#region Historial CPU
ChartArea area = this.chartCpuHistory.ChartAreas[0];
Series series = this.chartCpuHistory.Series[0];
area.BackColor = Color.Black;
area.AxisX.MajorGrid.LineColor = Color.DarkGreen;
area.AxisY.MajorGrid.LineColor = Color.DarkGreen;
this.chartCpuHistory.BackColor = Color.Black;
series.Color = Color.Green;
series.ChartType = SeriesChartType.StackedArea;
#endregion
#region CPU bar chart
area = this.chartCpuActual.ChartAreas[0];
series = this.chartCpuActual.Series[0];
this.chartCpuActual.Series["CPU"].Points.Add(100);//iniciar en 0%
area.BackColor = Color.Transparent;
area.AxisX.MajorGrid.LineColor = Color.Transparent;
area.AxisY.MajorGrid.LineColor = Color.Transparent;
area.AxisX.LabelStyle.ForeColor = Color.Transparent;
area.AxisX2.LineColor = Color.Transparent;
chartCpuActual.BackColor = Color.Transparent;
series.ChartType = SeriesChartType.Bar;
#endregion
#region pie RAM
chartRamPie.Series[0].ChartType = SeriesChartType.Pie;
area = this.chartRamPie.ChartAreas[0];
area.BackColor = Color.Transparent;
area.AxisY.MajorGrid.LineColor = Color.Transparent;
chartRamPie.BackColor = Color.Transparent;
#endregion
#region Historial RAM
barGreenStyle(this.chartRamHistory, false);
#endregion
#region Network & Disk Charts
barGreenStyle(this.chartDiskReads, true);
barGreenStyle(this.chartDiskWrites, true);
barGreenStyle(this.chartNetIn, true);
barGreenStyle(this.chartNetOut, true);
#endregion
}
private void button1_Click(object sender, EventArgs e)
{
// Payment scheme
double initialNotional = Convert.ToDouble(tb_notional.Text);
bool isScopeSpread = String.IsNullOrWhiteSpace(tb_spread.Text); // text for spread textbox
bool isScopeUpfront = String.IsNullOrWhiteSpace(tb_quotedupfront.Text);
double upfront = 0.0;
double spread = 0.0;
if (isScopeSpread == false)
{
spread = Convert.ToDouble(tb_spread.Text) / 10000;
}
if (isScopeUpfront == false)
{
upfront = Convert.ToDouble(tb_quotedupfront.Text) / 100;
}
//The trade level, if spread not equal coupon rate, then upfront fee is paid
double coupon_rate = Convert.ToDouble(tb_fixrate.Text) / 10000; //The coupon paid by premium buyer
string frequency = cmb_frequency.Text; // LB_frequency.Text;
Int16 settle = Convert.ToInt16(tb_cashsettle.Text);
//Key dates
DateTime Maturity = Convert.ToDateTime(tb_maturity.Text);
DateTime firstpayday = Convert.ToDateTime(tb_firstpayday.Text); //the first premium payment date
DateTime formerpayday = Convert.ToDateTime(tb_formerpayday.Text); //the first premium payment date
DateTime tradedate = Convert.ToDateTime(tb_tradeDate.Text); //the first premium payment date
//Data to construct yield curve and credit curve
double RecoveryRate = Convert.ToDouble(tb_recovery.Text);
//Running spread of comparable products, assuming zero entry fee and same payment schema as the current product
List <double> QuotedSpread = new List <double> {
Convert.ToDouble(qs_6M.Text), Convert.ToDouble(qs_1Y.Text), Convert.ToDouble(qs_3Y.Text)
, Convert.ToDouble(qs_5Y.Text), Convert.ToDouble(qs_7Y.Text), Convert.ToDouble(qs_10Y.Text)
};
//Benchmark interest rates, consisting of Libor, Deposit and SWAP
List <double> QuotedSpot = new List <double> {
Convert.ToDouble(ir_1M.Text), Convert.ToDouble(ir_2M.Text), Convert.ToDouble(ir_3M.Text),
Convert.ToDouble(ir_6M.Text), Convert.ToDouble(tb_9M.Text), Convert.ToDouble(ir_1Y.Text),
Convert.ToDouble(ir_2Y.Text), Convert.ToDouble(ir_3Y.Text), Convert.ToDouble(ir_4Y.Text), Convert.ToDouble(ir_5Y.Text), Convert.ToDouble(ir_6Y.Text),
Convert.ToDouble(ir_7Y.Text), Convert.ToDouble(ir_8Y.Text), Convert.ToDouble(ir_9Y.Text), Convert.ToDouble(ir_10Y.Text), Convert.ToDouble(ir_11Y.Text), Convert.ToDouble(ir_12Y.Text),
Convert.ToDouble(ir_15Y.Text), Convert.ToDouble(ir_20Y.Text), Convert.ToDouble(ir_25Y.Text), Convert.ToDouble(ir_30Y.Text)
};
// decide which scope we should use for computation
String usecreditcurve = Convert.ToString(tb_usecreditcurve.Checked);
switch (usecreditcurve)
{
case "True":
//Use credit curve predefined
break;
case "False":
QuotedSpread = null;
break;
default:
break;
}
//Input & Output
//Case 1: Input: coupon rate, credit curve, standard contract
// Output: upfront
//Case 2: Input: coupon rate, upfront
// Output: spread, net amount paid
//Case 2: Input: coupon rate, upfront
// Output: upfront, net amount paid
CDS cds = new CDS(coupon_rate, initialNotional, Maturity, firstpayday, tradedate,
formerpayday, frequency, RecoveryRate, settle, 3);
cds.Curve_Building(QuotedSpot, QuotedSpread, spread, upfront);
cds.Pricing();
dataGridView_fix.DataSource = cds.FixLeg;
lb_zeroRates.DataSource = cds.zero_rates;
accrued.Text = Convert.ToString(cds.accruedday);
accruedamt.Text = Convert.ToString(cds.accruedamt);
tb_upfront.Text = Convert.ToString(cds.pv / initialNotional * 100);
market_value.Text = Convert.ToString(cds.pv);
clean_price.Text = Convert.ToString((1 - cds.pv / initialNotional) * 100);
//chart1.DataSource= cds.yield_series;
this.chart2.Palette = ChartColorPalette.SeaGreen;
// Set title.
//this.chart1.Titles.Add("Pets");
// Add series.
for (int i = 1; i < cds.survival_prob.Count; i++)
{
// Add series.
Series series = this.chart2.Series.Add(i.ToString());
// Add point.
series.Points.AddXY(i, cds.survival_prob[i]);
}
// Set palette.
this.chart1.Palette = ChartColorPalette.SeaGreen;
// Add series.
for (int i = 1; i < cds.yield_series.Count; i++)
{
// Add series.
Series series1 = this.chart1.Series.Add(i.ToString());
// Add point.
series1.Points.AddXY(i, cds.yield_series[i]);
}
//Form2 frm = new Form2();
}