private void button2_Click(object sender, EventArgs e) { try { int numOfPaths = Convert.ToInt32(textBox6.Text); double spot = Double.Parse(textBox1.Text); double Strike = Double.Parse(textBox2.Text); double expiry = Double.Parse(textBox3.Text); double interest = Double.Parse(textBox4.Text); double vol = Double.Parse(textBox5.Text); double mean = Math.Pow((1.0 + interest / 100), (1.0 / 252)) - 1.0; double stdDev = vol / (Math.Sqrt(252) * 100); PricerProj.MCGenerator monty = new PricerProj.MCGenerator(mean, stdDev, 1.0); List<double[]> results = monty.generatePathsHist(spot, numOfPaths, expiry); plotData(results); } catch { MessageBox.Show("Please check all inputs are entered"); } }
private void button1_Click(object sender, EventArgs e) { try { int numOfPaths = 100000; double spot = Double.Parse(textBox1.Text); double Strike = Double.Parse(textBox2.Text); double expiry = Double.Parse(textBox3.Text); double interest = Double.Parse(textBox4.Text); double vol = Double.Parse(textBox5.Text); double mean = Math.Pow((1.0 + interest / 100), (1.0 / 252)) - 1.0; double stdDev = vol / (Math.Sqrt(252) * 100); PricerProj.MCGenerator monty = new PricerProj.MCGenerator(mean, stdDev, 1.0); double[] results = monty.generatePaths(spot, numOfPaths, expiry); double average = results.Average(); textBox7.Text = Math.Max(average - Strike, 0.0).ToString(); } catch { MessageBox.Show("Please check all inputs are entered"); } }