public async Task <IntegralFunction> CalculateAsync(int n, double T, double r, double sigma, double t, double S, double K, BtResult Btksi)
{
IntegralFunction integralFunction = new IntegralFunction();
UnderIntegral[] underIntegral = new UnderIntegral[n];
for (int i = 0; i < n; i++)
{
UnderIntegral ui = new UnderIntegral();
ui.h = (T / n);
ui.ksi = i * ui.h;
ui.IntegralPointD1 = _integralPoints.CalculateIntegralPointD1(S, Btksi.Result.Value, r, sigma, t - ui.ksi);
ui.IntegralPointD2 = _integralPoints.CalculateIntegralPointD2(ui.IntegralPointD1, sigma, t - ui.ksi);
ui.Distribution = _distribution.CumulativeDistribution(-ui.IntegralPointD2.Result.Value);
ui.Result.Value = CalculateUnderIntegral(r, K, t, ui.ksi, ui.Distribution) * ui.h;
underIntegral[i] = ui;
integralFunction.Result.Value += ui.Result.Value;
}
integralFunction.UnderIntegral = underIntegral;
return(integralFunction);
}
public async Task <IntegralFunction> CalculateAsync(int n, double T, double r, double sigma, double t, IntegralPoint D2)
{
IntegralFunction integralFunction = new IntegralFunction();
UnderIntegral[] underIntegral = new UnderIntegral[n];
for (int i = 0; i < n; i++)
{
UnderIntegral ui = new UnderIntegral();
ui.h = (T / n);
ui.ksi = i * ui.h;
ui.Result.Value = CalculateUnderIntegral(r, sigma, t, ui.ksi, D2) * ui.h;
underIntegral[i] = ui;
integralFunction.Result.Value += ui.Result.Value;
}
integralFunction.UnderIntegral = underIntegral;
return(integralFunction);
}
