private void StartCalibration()
{
Thread.CurrentThread.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");
ss.K = Double.Parse(this.labelk.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_X = Double.Parse(this.labellambdax.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_x = Double.Parse(this.labelsigma_x.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Mu_e = Double.Parse(this.labelmu_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_e = Double.Parse(this.labelsigma_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_e = Double.Parse(this.labellambdae.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.P_xe = Double.Parse(this.labelpxe.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.e0 = Double.Parse(this.labele0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.x0 = Double.Parse(this.labelx0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.MaxIter = Int32.Parse(this.labelMaxIter.Text);
try
{
MWNumericArray maxitera = new MWNumericArray(ss.MaxIter);
MWNumericArray e0a = new MWNumericArray(ss.e0);
MWNumericArray x0a = new MWNumericArray(ss.x0);
MWNumericArray maturity = new MWNumericArray(maturities.ToArray());
MWNumericArray futures = new MWNumericArray(pcount, lcount - 1, futureList.ToArray());
MWNumericArray k = new MWNumericArray(ss.K);
MWNumericArray lambdax = new MWNumericArray(ss.Lambda_X);
MWNumericArray lambdae = new MWNumericArray(ss.Lambda_e);
MWNumericArray sigmax = new MWNumericArray(ss.Sigma_x);
MWNumericArray sigmae = new MWNumericArray(ss.Sigma_e);
MWNumericArray p_xe = new MWNumericArray(ss.P_xe);
MWNumericArray mu_e = new MWNumericArray(ss.Mu_e);
Schwartz.Schwartz s = null;
s = new Schwartz.Schwartz();
MWArray[] Results;
try
{
/** Call matlab */
Results = (MWArray[])s.SchwartzAndSmith(12,maxitera, x0a, e0a, maturity, futures, k, mu_e, sigmax, sigmae, p_xe, lambdae, lambdax);
}
catch
{
MessageBox.Show("Calibration aborted!");
return;
}
/** Spot vector */
double[,] ret = (double[,])Results[0].ToArray();
this.generatedSpot = new double[ret.Length];
for (int i = 0; i < ret.Length; i++)
this.generatedSpot[i] = ret[0, i];
ss.K = (double)((MWNumericArray)Results[1]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Mu_e = (double)((MWNumericArray)Results[2]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Sigma_x = (double)((MWNumericArray)Results[3]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Sigma_e = (double)((MWNumericArray)Results[4]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.P_xe = (double)((MWNumericArray)Results[5]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Lambda_e = (double)((MWNumericArray)Results[6]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Lambda_X = (double)((MWNumericArray)Results[7]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.x0 = (double)((MWNumericArray)Results[8]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.e0 = (double)((MWNumericArray)Results[9]).ToVector(MWArrayComponent.Real).GetValue(0);
likelihood = (double)((MWNumericArray)Results[10]).ToVector(MWArrayComponent.Real).GetValue(0);
nbiter = (int)((double)((MWNumericArray)Results[11]).ToVector(MWArrayComponent.Real).GetValue(0));
}
catch (Exception)
{
MessageBox.Show("It seems your computer does not have a working copy of the Matlab Compiler Runtime\n Calibration cannot be done without, but you can still use the rest of the program.");
this.Invoke(new CalibrationDoneCallback(CalibrationDone), this);
return;
}
this.Invoke(new CalibrationDoneCallback(CalibrationDone), this);
}
private void StartCalibration()
{
Thread.CurrentThread.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");
ss.K = Double.Parse(this.labelk.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_X = Double.Parse(this.labellambdax.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_x = Double.Parse(this.labelsigma_x.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Mu_e = Double.Parse(this.labelmu_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Sigma_e = Double.Parse(this.labelsigma_e.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.Lambda_e = Double.Parse(this.labellambdae.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.P_xe = Double.Parse(this.labelpxe.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.e0 = Double.Parse(this.labele0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.x0 = Double.Parse(this.labelx0.Text, NumberStyles.AllowDecimalPoint | NumberStyles.Float);
ss.MaxIter = Int32.Parse(this.labelMaxIter.Text);
try
{
MWNumericArray maxitera = new MWNumericArray(ss.MaxIter);
MWNumericArray e0a = new MWNumericArray(ss.e0);
MWNumericArray x0a = new MWNumericArray(ss.x0);
MWNumericArray maturity = new MWNumericArray(maturities.ToArray());
MWNumericArray futures = new MWNumericArray(pcount, lcount - 1, futureList.ToArray());
MWNumericArray k = new MWNumericArray(ss.K);
MWNumericArray lambdax = new MWNumericArray(ss.Lambda_X);
MWNumericArray lambdae = new MWNumericArray(ss.Lambda_e);
MWNumericArray sigmax = new MWNumericArray(ss.Sigma_x);
MWNumericArray sigmae = new MWNumericArray(ss.Sigma_e);
MWNumericArray p_xe = new MWNumericArray(ss.P_xe);
MWNumericArray mu_e = new MWNumericArray(ss.Mu_e);
Schwartz.Schwartz s = null;
s = new Schwartz.Schwartz();
MWArray[] Results;
try
{
/** Call matlab */
Results = (MWArray[])s.SchwartzAndSmith(12, maxitera, x0a, e0a, maturity, futures, k, mu_e, sigmax, sigmae, p_xe, lambdae, lambdax);
}
catch
{
MessageBox.Show("Calibration aborted!");
return;
}
/** Spot vector */
double[,] ret = (double[, ])Results[0].ToArray();
this.generatedSpot = new double[ret.Length];
for (int i = 0; i < ret.Length; i++)
{
this.generatedSpot[i] = ret[0, i];
}
ss.K = (double)((MWNumericArray)Results[1]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Mu_e = (double)((MWNumericArray)Results[2]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Sigma_x = (double)((MWNumericArray)Results[3]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Sigma_e = (double)((MWNumericArray)Results[4]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.P_xe = (double)((MWNumericArray)Results[5]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Lambda_e = (double)((MWNumericArray)Results[6]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.Lambda_X = (double)((MWNumericArray)Results[7]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.x0 = (double)((MWNumericArray)Results[8]).ToVector(MWArrayComponent.Real).GetValue(0);
ss.e0 = (double)((MWNumericArray)Results[9]).ToVector(MWArrayComponent.Real).GetValue(0);
likelihood = (double)((MWNumericArray)Results[10]).ToVector(MWArrayComponent.Real).GetValue(0);
nbiter = (int)((double)((MWNumericArray)Results[11]).ToVector(MWArrayComponent.Real).GetValue(0));
}
catch (Exception)
{
MessageBox.Show("It seems your computer does not have a working copy of the Matlab Compiler Runtime\n Calibration cannot be done without, but you can still use the rest of the program.");
this.Invoke(new CalibrationDoneCallback(CalibrationDone), this);
return;
}
this.Invoke(new CalibrationDoneCallback(CalibrationDone), this);
}
