//output all greek values
public static double[] output(double S0, double K, double vol, double T, int N, double r, double del, bool type, bool optiontype, double dvol, double dr)
{
double delta = GreekValues.delta(S0, K, vol, T, N, r, del, type, optiontype);
double gamma = GreekValues.gamma(S0, K, vol, T, N, r, del, type, optiontype);
double vega = GreekValues.vega(S0, K, vol, T, N, r, del, type, optiontype, dvol);
double theta = GreekValues.theta(S0, K, vol, T, N, r, del, type, optiontype);
double rho = GreekValues.rho(S0, K, vol, T, N, r, del, type, optiontype, dr);
double[] result = { delta, gamma, vega, theta, rho };
return(result);
}
static void Main(string[] args)
{
OutputValues a = new OutputValues();
Console.WriteLine("Enter S0: (double)");
double S0 = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Enter K: (double)");
double K = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Enter vol: (double)");
double vol = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Enter T: (double)");
double T = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Enter N: (int)");
int N = Convert.ToInt32(Console.ReadLine());
Console.WriteLine("Enter r: (double)");
double r = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Enter dividend: (double)");
double dividend = Convert.ToDouble(Console.ReadLine());
Console.WriteLine("Enter type(call true, put false): (bool)");
bool type = Convert.ToBoolean(Console.ReadLine());
Console.WriteLine("Enter optiontype(Eur true, Ame false): (bool)");
bool optiontype = Convert.ToBoolean(Console.ReadLine());
//You can also choice to outprint all related data
//Console.WriteLine("Underlying price:");
//double[,,] c = a.output(S0, K, vol, T, N, r, dividend, type, optiontype);
//PrintResults(c, 0);//underlying price
//Console.WriteLine("Intrinsic price:");
//PrintResults(c, 1);//Intrinsic price
//Console.WriteLine("American price:");
//PrintResults(c, 2);//American price
//Console.WriteLine("Option price:");
//PrintResults(c, 3);//all Option price
Console.Write("Option price: ");
double[,] op = GetValues.OptionPrice.optionprice(S0, K, vol, T, N, r, dividend, type, optiontype);
Console.Write(op[0, N] + "\n"); //option price
double[] greek = GreekValues.output(S0, K, vol, T, N, r, dividend, type, optiontype, 0.001, 0.001);
Console.WriteLine("Delta: " + greek[0]); //delta
Console.WriteLine("Gamma: " + greek[1]); //gamma
Console.WriteLine("Vega: " + greek[2]); //vega
Console.WriteLine("Theta: " + greek[3]); //theta
Console.WriteLine("Rho: " + greek[4]); //rho
Console.ReadLine();
}
