public static double GeometricAsianOptionPricing(GeometricAsianOptionProb prob)
{
double s = prob.SpotPrice;
double k = prob.StrikePrice;
double r = prob.InterestRate;
double t = prob.Maturity;
double sigma = prob.Volatility;
int n = prob.ObservationTime;
OptionTypeEnum optionType = prob.OptionType;
return(getGeoAsianOptionPrice(s, k, r, t, sigma, n, optionType));
}
private void DoCalculation()
{
IsCalculateEnabled = false;
RaisePropertyChanged("IsCalculateEnabled");
ErrorCode errcode = FirstValidation();
if (errcode != ErrorCode.OK)
{
Result = Utility.getErrorMsg(errcode);
}
else
{
var prob = new GeometricAsianOptionProb(
_spotPrice,
_volatility,
_interestRate,
_maturity,
_strikePrice,
_observationTime,
_optionType
);
errcode = prob.validate();
if (errcode != ErrorCode.OK)
{
Result = Utility.getErrorMsg(errcode);
}
else
{
Result = Math.Round(prob.calculate(), 4).ToString();
}
}
RaisePropertyChanged("Result");
IsCalculateEnabled = true;
RaisePropertyChanged("IsCalculateEnabled");
}
