コード例 #1
0
 public class OptionGetHandler { public object Execute_Option_Options(OptionRequest request)
                                 {
                                     return(null);
                                 }
コード例 #2
0
        private void Launch_Click(object sender, RoutedEventArgs e)
        {
            // When clicking on Launch button, we call the OptionRequest Class we builded in the TASAP COM Project
            //OptionRequest OptionRequest = OptionRequestMaker.MakeOptionRequest(variable, min, max, optionType, (int)StockPriceSlider.Value, (int)StrikePriceSlider.Value, (int)MaturitySlider.Value, (int)RfRateSlider.Value, (int)VolatilitySlider.Value);
            logicalError     = false;
            yParam.IsEnabled = true;
            yParam.UnselectAll();
            bool checkedval = false;

            foreach (RadioButton rb in rblist)
            {
                if (rb.IsChecked == true)
                {
                    checkedval = true;
                    switch (rb.Name)
                    {
                    case "Strike_Price":     // for the strike price
                        if (stringToFloat(Strike_PriceValmin.Text) >= stringToFloat(Strike_PriceValmax.Text))
                        {
                            MessageBox.Show("Min value can't be lower than the max value.");
                            logicalError = true;
                            break;
                        }
                        else
                        {
                            OptionRequest = OptionRequestMaker.MakeOptionRequest("variable", "strike", Strike_PriceValmin.Text, Strike_PriceValmax.Text, optionType, MaturityVal.Text, RfRateVal.Text, StockPriceVal.Text, VolatilityVal.Text);
                            break;
                        }

                    case "Stock_Price":
                        if (stringToFloat(Stock_PriceValmin.Text) >= stringToFloat(Stock_PriceValmax.Text))
                        {
                            MessageBox.Show("Min value can't be lower than the max value.");
                            logicalError = true;
                            break;
                        }
                        else
                        {
                            OptionRequest = OptionRequestMaker.MakeOptionRequest("variable", "spot", Stock_PriceValmin.Text, Stock_PriceValmax.Text, optionType, MaturityVal.Text, RfRateVal.Text, StrikePriceVal.Text, VolatilityVal.Text);
                            break;
                        }

                    case "Volatility":
                        if (stringToFloat(VolatilityValmin.Text) >= stringToFloat(VolatilityValmax.Text))
                        {
                            MessageBox.Show("Min value can't be lower than the max value.");
                            logicalError = true;
                            break;
                        }
                        else
                        {
                            OptionRequest = OptionRequestMaker.MakeOptionRequest("variable", "sigma", VolatilityValmin.Text, VolatilityValmax.Text, optionType, MaturityVal.Text, RfRateVal.Text, StockPriceVal.Text, StrikePriceVal.Text);
                            break;
                        }
                    }
                }
            }

            if (!checkedval)
            {
                OptionRequest = OptionRequestMaker.MakeOptionRequest(optionType, (StockPriceVal.Text), (StrikePriceVal.Text), (MaturityVal.Text), (RfRateVal.Text), (VolatilityVal.Text));
            }

            if (!logicalError)
            {
                answerGreecs = OptionRequest.Rfq_Handler(checkedval);

                if (!checkedval)
                {
                    PayoffVal.Content = answerGreecs.greecsdico.Values.ElementAt(2).ToString();
                }

                BuildChart();
            }
        }
コード例 #3
0
 public static Option ToModel(this OptionRequest dto, IMapper mapper)
 {
     return(mapper.Map <Option>(dto));
 }