public Prediction GetPrediction(IBasicPredictionCalculationData data, double daysInFuture)
{
double volatility = data.GetVolatility(daysInFuture);
Prediction prediction = MarketMath.GetSymmetricPrediction(data.LastPrice, volatility, data.InterestRate, daysInFuture);
return(prediction);
}
public Dictionary <DateAndNumberOfDaysUntil, Prediction> MakePredictionsForDates(IBasicPredictionCalculationData data, IEnumerable <DateAndNumberOfDaysUntil> dates)
{
Dictionary <DateAndNumberOfDaysUntil, Prediction> predictions = new Dictionary <DateAndNumberOfDaysUntil, Prediction>();
foreach (DateAndNumberOfDaysUntil date in dates)
{
double daysInFuture = date.TotalNumberOfDaysUntilExpiry;
if (daysInFuture.AlmostEqual(0) || daysInFuture < 0)
{
continue;
}
double volatility = data.GetVolatility(daysInFuture);
Prediction prediction = MarketMath.GetSymmetricPrediction(data.LastPrice, volatility, data.InterestRate, daysInFuture);
predictions.Add(date, prediction);
}
return(predictions);
}
