public MainWindow()
{
InitializeComponent();
// TODO : passer en async
EuriborHelper.Init();
App.Current.ShutdownMode = ShutdownMode.OnMainWindowClose;
CultureInfo.DefaultThreadCurrentCulture = new CultureInfo("en-US");
CultureInfo.DefaultThreadCurrentUICulture = new CultureInfo("en-US");
Loaded += MainWindowLoaded;
}
public void Update(MarketDetailsResponse marketDetails)
{
Bid = Convert.ToDouble(marketDetails.snapshot.bid);
Ask = Convert.ToDouble(marketDetails.snapshot.offer);
Prime = (Bid + Ask) / 2;
Spread = Ask - Bid;
InterestRate = EuriborHelper.GetInterestRate(Expiry.Subtract(DateTime.Now));
CurrentPrice = Convert.ToDouble(marketDetails.snapshot.netChange);
var isCall = Directions == OptionDirections.Call;
var time = Expiry.Subtract(DateTime.Now).TotalDays / 365;
var correctedPrime = Math.Min(Bid + Spread * (Bid / 20), Prime);
Volatility = BlackScholesHelper.ImpliedVolatility(isCall, CurrentPrice, Strike, time, 0, correctedPrime);
InterestRate = Math.Round(InterestRate * 100, 2);
Volatility = Math.Round(Volatility * 100, 2);
}
public OptionItem(MarketDetailsResponse marketDetails)
{
Epic = marketDetails.instrument.epic;
Quantity = 1;
Name = $"{marketDetails.instrument.name} ({marketDetails.instrument.expiry})";
var infos = marketDetails.instrument.name.Split(' ');
var dir = infos[infos.Length - 1];
var strike = infos[infos.Length - 2];
Directions = dir.ToUpper() == "CALL" ? OptionDirections.Call : OptionDirections.Put;
Strike = Convert.ToDouble(strike);
Expiry = Convert.ToDateTime(marketDetails.instrument.expiryDetails.lastDealingDate, CultureInfo.GetCultureInfo("fr-FR"));
Bid = Convert.ToDouble(marketDetails.snapshot.bid);
Ask = Convert.ToDouble(marketDetails.snapshot.offer);
Prime = (Bid + Ask) / 2;
CurrentPrime = Prime;
Spread = Ask - Bid;
PrimeString = $"({Ask}/{Bid})";
InterestRate = EuriborHelper.GetInterestRate(Expiry.Subtract(DateTime.Now));
CurrentPrice = Convert.ToDouble(marketDetails.snapshot.netChange);
var isCall = Directions == OptionDirections.Call;
var time = Expiry.Subtract(DateTime.Now).TotalDays / 365;
var correctedPrime = Math.Min(Bid + Spread * (Bid / 20), Prime);
Volatility = BlackScholesHelper.ImpliedVolatility(isCall, CurrentPrice, Strike, time, 0, correctedPrime);
InterestRate = Math.Round(InterestRate * 100, 2);
Volatility = Math.Round(Volatility * 100, 2);
}
