private static void WriteIndex(StreamWriter file) { var xNumArray = ParametersFactory.MakeXNumArray(); int xNumNum = xNumArray.GetLength(0); file.Write(","); for (int j = 0; j < xNumNum; j++) { file.Write(xNumArray[j] + ","); } file.WriteLine(); }
private static void WriteIndex(StreamWriter file, Types.OptionType optionType) { var parameters = ParametersFactory.Original(optionType); var xArray = ParametersFactory.MakeXArray(parameters); int xNum = xArray.GetLength(0); file.Write(","); for (int j = 0; j < xNum; j++) { file.Write(xArray[j] + ","); } file.WriteLine(); }
private static void WriteError(StreamWriter file, Types.OptionType optionType, Types.MethodType methodType) { var parameters = ParametersFactory.ForVerification(optionType); var xNumArray = ParametersFactory.MakeXNumArray(); int xNumNum = xNumArray.GetLength(0); file.Write(","); for (int j = 0; j < xNumNum; j++) { var makePVArray = new MakePVArrayOneAsset(); var analyticArray = makePVArray.Analytic(parameters[j], optionType); var fDMArray = makePVArray.FDM(parameters[j], optionType, methodType); double error = CalculateErrorOneAsset.MaxAbsolute(fDMArray, analyticArray); file.Write(error + ","); } file.WriteLine(); }
private static void WriteError(StreamWriter file, Types.OptionType optionType, Types.MethodType methodType) { var parameters = ParametersFactory.Original(optionType); var xArray = ParametersFactory.MakeXArray(parameters); int xNum = xArray.GetLength(0); var errorArray = new double[xNum]; file.Write(","); for (int j = 0; j < xNum; j++) { var makePVArray = new MakePVArrayOneAsset(); var analyticArray = makePVArray.Analytic(parameters, optionType); var fDMArray = makePVArray.FDM(parameters, optionType, methodType); errorArray[j] = CalculateErrorOneAsset.AbsoluteArray(fDMArray, analyticArray)[j]; file.Write(errorArray[j] + ","); } file.WriteLine(); }