private void drawOmegaChart()
{
ChartSize chartSize = getChartSize();
for (int price = (int)chartSize.chartStart; price < chartSize.chartEnd; price++)
{
double omega = optionsCalculator.getOmega(price);
omegaChart.Series[0].Points.AddXY(price, omega);
}
}
private void drawGreeksChart()
{
ChartSize chartSize = getChartSize();
for (int price = (int)chartSize.chartStart; price < chartSize.chartEnd; price++)
{
double delta = optionsCalculator.getDelta(price);
double gamma = optionsCalculator.getGamma(price);
double theta = optionsCalculator.getTheta(price);
chart1.Series[0].Points.AddXY(price, gamma);
chart1.Series[1].Points.AddXY(price, delta);
chart1.Series[2].Points.AddXY(price, theta);
Console.WriteLine($"Price: {price} / Delta: {delta} / Gamma: {gamma} / Theta: {theta}");
}
}
private ChartSize getChartSize()
{
double chartStart;
double chartEnd;
if (optionsCalculator.strikePrice > optionsCalculator.underlyingPrice)
{
chartEnd = optionsCalculator.strikePrice;
chartStart = optionsCalculator.underlyingPrice;
}
else
{
chartStart = optionsCalculator.strikePrice;
chartEnd = optionsCalculator.underlyingPrice;
}
ChartSize chartSize = new ChartSize(chartStart, chartEnd);
return(chartSize);
}
