/// <summary>
/// Main button to run the simulation.
/// </summary>
private void PriceOptionClick(object sender, RoutedEventArgs e)
{
this.cmdPriceOption.IsEnabled = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
var initial = Convert.ToDouble(txtInitialPrice.Text);
var exercise = Convert.ToDouble(txtExercisePrice.Text);
var up = Convert.ToDouble(txtUpGrowth.Text);
var down = Convert.ToDouble(txtDownGrowth.Text);
var interest = Convert.ToDouble(txtInterestRate.Text);
var periods = Convert.ToInt64(txtPeriods.Text);
var sims = Convert.ToInt64(txtSimulations.Text);
//
// Run simulation to price option:
//
string result = string.Empty;
Task T = new Task(() =>
{
var rand = new Random();
var start = System.Environment.TickCount;
var price = AsianOptionsPricing.Simulation(rand, initial, exercise, up, down, interest, periods, sims);
var stop = System.Environment.TickCount;
var elapsedTimeInSecs = (stop - start) / 1000.0;
result = $"{price:C} [{elapsedTimeInSecs:#,##0.00} secs]";
});
//
// Display the results:
//
Task T2 = T.ContinueWith(antecedent =>
{
this.lstPrices.Items.Insert(0, result);
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
this.cmdPriceOption.IsEnabled = true;
}, TaskScheduler.FromCurrentSynchronizationContext());
T.Start(); // Go!
}
private void btnOption_Click(object sender, EventArgs e)
{
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExcercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
/* First approach
* //
* // Run simulation to price option:
* //
*
* Task T = new Task(() =>
* {
*
* btnOption.Enabled = false;
* Cursor.Current = Cursors.WaitCursor;
*
* Random rand = new Random();
* int start = System.Environment.TickCount;
*
* double price = AsianOptionsPricing.Simulation(rand, initial, exercise, up, down, interest, periods, sims);
*
* int stop = System.Environment.TickCount;
*
* double elapsedTimeInSecs = (stop - start) / 1000.0;
*
* string result = string.Format("{0:C} [{1:#,##0.00} secs]",
* price, elapsedTimeInSecs);
*
* //
* // Display the results:
* //
* lstPrices.Items.Add(result);
*
* Cursor.Current = Cursors.Default;
* btnOption.Enabled = true;
*
* }
* );
*
* // Standar Execution
* //T.Start(); //Go Task!
*
* // Execution passing context
* T.Start( TaskScheduler.FromCurrentSynchronizationContext() ); //Go Task!
*
*/
/* Second approach */
//
// Run simulation to price option:
//
string result = "";
taskCounter++;
lblCounter.Text = "Tasks running: " + taskCounter.ToString();
//btnOption.Enabled = false;
Cursor.Current = Cursors.WaitCursor;
picSpinner.Visible = true;
Task T = new Task(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
double price = AsianOptionsPricing.Simulation(rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
}
);
Task T2 = T.ContinueWith((antecedent) =>
{
//
// Display the results:
//
lstPrices.Items.Add(result);
taskCounter--;
lblCounter.Text = "Tasks running: " + taskCounter.ToString();
if (taskCounter == 0)
{
picSpinner.Visible = false;
Cursor.Current = Cursors.Default;
//btnOption.Enabled = true;
}
},
TaskScheduler.FromCurrentSynchronizationContext()
);
// Standar Execution
T.Start(); //Go Task!
}
