static void Main(string[] args)
{
//parameters
double expiry = 1.0;
double strike = 50.0;
double spot = 49.0;
ParametersConstant vol = new ParametersConstant(0.2);
ParametersConstant r = new ParametersConstant(0.01);
//input number of montecarlo paths
ulong number_of_paths = 10000;
//create payoff & option object
PayOff payoff = new PayOffCall(strike);
//implicit convert
VanillaOption option1 = new VanillaOption(payoff, expiry);
//montecarlo simulation & output result
StatisticsMC gatherer = new StatisticsMean();
SimpleMC7.SimpleMonteCarlo4(option1, spot, vol, r, number_of_paths, gatherer);
double[,] result = gatherer.GetResultsSoFar();
Console.WriteLine("For the call price, the results are ");
for (int i = 0; i < result.GetLength(0); i++)
{
for (int j = 0; j < result.GetLength(1); j++)
{
Console.WriteLine(result[i, j]);
}
}
}
public StatisticsMean(StatisticsMean copied)
{
this.running_sum_ = copied.running_sum_;
this.paths_done_ = copied.paths_done_;
}