public static void Main() { int typeB = 2; // Binomial Lattice Type int typeT = 3; // Trinomial Lattice Type int depth = 4; // Number of periods of time double val = 0.0; Lattice <double> lattice1 = new Lattice <double>(depth, typeB, val); Lattice <double> lattice2 = new Lattice <double>(depth, typeT, val); // Trinomial lattice with matrix NRows X NCols entries int NRows = 3; int NCols = 2; int startIndex = 1; int N = 10; // Number of time steps Matrix <double> nodeStructure = new Matrix <double>(NRows, NCols, startIndex, startIndex); Lattice <Matrix <double> > trinomialLattice = new Lattice <Matrix <double> >(N, typeT, nodeStructure); // Examining the vector at base of lattice Vector <double> base1 = lattice1.BasePyramidVector(); Vector <double> base2 = lattice2.BasePyramidVector(); Console.WriteLine(base1.Size); Console.WriteLine(base2.Size); }
public static void Main() { int typeB = 2; // Binomial Lattice Type int typeT = 3; // Trinomial Lattice Type int depth = 4; // Number of periods of time double val = 4.0; Lattice <double> lattice1 = new Lattice <double>(depth, typeB, val); Lattice <double> lattice2 = new Lattice <double>(depth, typeT, val); // Examining the vector at base of lattice Vector <double> base1 = lattice1.BasePyramidVector(); Vector <double> base2 = lattice2.BasePyramidVector(); // Print columms of lattice for (int j = lattice1.MinIndex; j <= lattice1.MaxIndex; j++) { lattice1.PyramidVector(j).print(); } string s = Console.ReadLine(); // Arrays int startIndex = lattice1.MinIndex; Vector <double> xarr = new Vector <double>(depth + 1, startIndex); xarr[xarr.MinIndex] = 0.0; double T = 1.0; int NT = 10; double delta_T = T / NT; for (int j = xarr.MinIndex + 1; j <= xarr.MaxIndex; j++) { xarr[j] = xarr[j - 1] + delta_T; } Console.WriteLine(base1.Size); Console.WriteLine(base2.Size); ExcelMechanisms exl = new ExcelMechanisms(); try { exl.printLatticeInExcel(lattice2, xarr, "Lattice"); } catch (Exception e) { Console.WriteLine(e); } }
public Vector <double> BasePyramidVector() { return(lattice.BasePyramidVector()); }