public Prediction GetPrediction(IBasicPredictionCalculationData data, double daysInFuture) { double volatility = data.GetVolatility(daysInFuture); Prediction prediction = MarketMath.GetSymmetricPrediction(data.LastPrice, volatility, data.InterestRate, daysInFuture); return(prediction); }
public Dictionary <DateAndNumberOfDaysUntil, Prediction> MakePredictionsForDates(IBasicPredictionCalculationData data, IEnumerable <DateAndNumberOfDaysUntil> dates) { Dictionary <DateAndNumberOfDaysUntil, Prediction> predictions = new Dictionary <DateAndNumberOfDaysUntil, Prediction>(); foreach (DateAndNumberOfDaysUntil date in dates) { double daysInFuture = date.TotalNumberOfDaysUntilExpiry; if (daysInFuture.AlmostEqual(0) || daysInFuture < 0) { continue; } double volatility = data.GetVolatility(daysInFuture); Prediction prediction = MarketMath.GetSymmetricPrediction(data.LastPrice, volatility, data.InterestRate, daysInFuture); predictions.Add(date, prediction); } return(predictions); }