Пример #1
0
		public Item(string type, int position, double cost, int daysToExpiration, double strikePrice, double underlyingPrice, double volatility, double volatilityMin, double volatilityMax, double interestRate)
		{
			//
			this.type = type;
			this.position = position;
			this.cost = cost;
			this.daysToExpiration = daysToExpiration;
			this.strikePrice = strikePrice;
			this.underlyingPrice = underlyingPrice;
			this.volatility = volatility;
			this.volatilityMin = volatilityMin;
			this.volatilityMax = volatilityMax;
			this.interestRate = interestRate;

			//
			this.daysPast = 0;

			//
			calc = null;
			if ((type == "Call") || (type == "Put"))
			{
				calc = new OptionTools.Option();
				calc.Price = underlyingPrice;
				calc.Strike = strikePrice;
				calc.DaysToExpiration = daysToExpiration - daysPast;
				calc.Volatility = volatility;
				calc.InterestRate = interestRate;
			}
		}
Пример #2
0
		public MainWindow()
		{
			//
			option = new OptionTools.Option();

			//
			InitializeComponent();
		}