public ServiceViewModelHandler(IEntityRepository <ILKGEntity> entityRepository,
IServiceRepository serviceRepository,
IFormRepository formRepository,
IFormFieldRepository formFieldRepository,
IOptionRepository optionRepository,
IServiceFactory serviceFactory,
IFormFactory formFactory,
IFormFieldFactory formFieldFactory,
IOptionFactory optionFactory,
IFormFieldTypeRepository formFieldTypeRepository,
IFormFieldValidationRuleFactory formFieldValidationRuleFactory,
IValidationRuleRepository validationRuleRepository)
{
this.entityRepository = entityRepository;
this.serviceRepository = serviceRepository;
this.formRepository = formRepository;
this.formFieldRepository = formFieldRepository;
this.optionRepository = optionRepository;
this.serviceFactory = serviceFactory;
this.formFactory = formFactory;
this.formFieldFactory = formFieldFactory;
this.optionFactory = optionFactory;
this.formFieldTypeRepository = formFieldTypeRepository;
this.formFieldValidationRuleFactory = formFieldValidationRuleFactory;
this.validationRuleRepository = validationRuleRepository;
}
public void calculate()
{
IOptionFactory fac = getFactory();
Option myOption = fac.create();
Console.Write("Give the underlying price: ");
double S = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Price: {0}", myOption.Price(S));
}
public void calculate()
{
// 1. Choose how the data in the option will be created
IOptionFactory fac = getFactory();
// 2. Create the option
Option myOption = fac.create();
// 4. Display the result
Console.WriteLine("Price: {0}", myOption.Price());
}
public void calculate()
{
// 1. Choose how the data in the option will be created
IOptionFactory fac = getFactory();
// 2. Create the option, factory of options
Option myOption = fac.create();
// 3. Get the price
Console.Write("Give the underlying price: ");
double S = Convert.ToDouble(Console.ReadLine());
// 4. Display the result
Console.WriteLine("Price: {0}", myOption.Price(S));
}
public CommonOptionFactory Add <TOption>(IOptionFactory factory) where TOption : class, IOption
{
factories[typeof(TOption)] = factory;
return(this);
}
/* public static double EarlyImpl(double P, double S)
* {
*
* double K = 10.0;
*
* if (P > K - S)
* {
* return P;
* }
* return K - S;
* }*/
// This could be made into a member function of Option
public static void Main()
{
// Phase I: Create and initialise the option
IOptionFactory fac = getFactory();
int N = 200;
Console.Write("Number of time steps: ");
N = Convert.ToInt32(Console.ReadLine());
double S;
Console.Write("Underlying price: ");
S = Convert.ToDouble(Console.ReadLine());
Option opt = fac.create();
double k = opt.T / N;
// Create basic lattice
double discounting = Math.Exp(-opt.r * k);
// Phase II: Create the binomial method and forward induction
BinomialLatticeStrategy binParams = getStrategy(opt.sig, opt.r, k, S, opt.K, N); // Factory
BinomialMethod bn = new BinomialMethod(discounting, binParams, N);
bn.modifyLattice(S);
// Phase III: Backward Induction and compute option price
Vector <double> RHS = new Vector <double>(bn.BasePyramidVector());
if (binParams.bType == BinomialType.Additive)
{
RHS[RHS.MinIndex] = S * Math.Exp(N * binParams.downValue());
for (int j = RHS.MinIndex + 1; j <= RHS.MaxIndex; j++)
{
RHS[j] = RHS[j - 1] * Math.Exp(binParams.upValue() - binParams.downValue());
}
}
Vector <double> Pay = opt.PayoffVector(RHS);
double pr = bn.getPrice(Pay);
Console.WriteLine("European {0}", pr);
// Binomial method with early exercise
BinomialMethod bnEarly = new BinomialMethod(discounting, binParams, N, opt.EarlyImpl);
bnEarly.modifyLattice(S);
Vector <double> RHS2 = new Vector <double>(bnEarly.BasePyramidVector());
Vector <double> Pay2 = opt.PayoffVector(RHS2);
double pr2 = bnEarly.getPrice(Pay2);
Console.WriteLine("American {0}", pr2);
// Display in Excel; first create array of asset mesh points
int startIndex = 0;
Vector <double> xarr = new Vector <double>(N + 1, startIndex);
xarr[xarr.MinIndex] = 0.0;
for (int j = xarr.MinIndex + 1; j <= xarr.MaxIndex; j++)
{
xarr[j] = xarr[j - 1] + k;
}
// Display lattice in Excel
ExcelMechanisms exl = new ExcelMechanisms();
try
{
// public void printLatticeInExcel(Lattice<double> lattice, Vector<double> xarr, string SheetName)
string sheetName = "Lattice";
exl.printLatticeInExcel(bnEarly.getLattice(), xarr, sheetName);
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
public MaintenancePlanService(IMaintenancePlanFactory maintenancePlanFactory,
IOptionFactory optionFactory)
{
_maintenancePlanFactory = maintenancePlanFactory;
}
public OptionService(IGarageFactory garageFactory,
IOptionFactory optionFactory)
{
_garageFactory = garageFactory;
_optionFactory = optionFactory;
}
public MaintenanceTypeService(IMaintenanceTypeFactory maintenanceTypeFactory,
IOptionFactory optionFactory)
{
_maintenanceTypeFactory = maintenanceTypeFactory;
_optionFactory = optionFactory;
}
