static void Main(string[] args) { var date = new Date(Weekday.Fri, Month.Jul, 1990); try { var myOption = new VanillaOption(); Console.WriteLine(myOption.Npv()); } catch (NotImplementedException ex) { Console.WriteLine("Some {0}", ex.Message.ToString()); } Console.ReadLine(); }
private void btnPrice_Click(object sender, EventArgs e) { try { var date = new Date(Weekday.Fri, (Month) cboMonth.SelectedItem, (int) cboMonth.SelectedItem); var fxOption = new VanillaOption((Exercise) cboExerciseType.SelectedItem, double.Parse(tbStrike.Text), double.Parse(tbSpot.Text), double.Parse(tbCrossRfR.Text), double.Parse(tbBRfR.Text), double.Parse(tbTtM.Text), double.Parse(tbVolatility.Text), date, (OptionPricing.ValuationMethod) cboValuationMethod.SelectedItem, (OptionPricing.Type) cboType.SelectedItem); tboPrice.Text = fxOption.Npv().ToString(); tbDelta.Text = fxOption.Delta().ToString(); tbGamma.Text = fxOption.Gamma().ToString(); tbTheta.Text = fxOption.Theta().ToString(); tbVega.Text = fxOption.Vega().ToString(); } catch (NotImplementedException ex) { MessageBox.Show("{0}", ex.Message); } }