//The main body
private void button1_Click(object sender, EventArgs e)
{
//Define the inputs
double S0 = Convert.ToDouble(textBoxS0.Text);
double K = Convert.ToDouble(textBoxK.Text);
double T = Convert.ToDouble(textBoxT.Text);
double r = Convert.ToDouble(textBoxr.Text);
double sigma = Convert.ToDouble(textBoxsigma.Text);
int N = Convert.ToInt32(textBoxN.Text);
int steps = Convert.ToInt32(textBoxsteps.Text);
bool type;
if (textBoxtype.Text == "true")
{
type = true;
}
else
{
type = false;
}
double[,] R = RandomNumber.RandCreator.Rand(N, steps);
//Outputs
textBoxPrice.Text = Convert.ToString(Option.PandStd(S0, K, sigma, r, T, steps, N, type, R)[0]);
textBoxStd.Text = Convert.ToString(Option.PandStd(S0, K, sigma, r, T, steps, N, type, R)[1]);
textBoxDelta.Text = Convert.ToString(Greeks.Delta(S0, K, sigma, r, T, steps, N, type, R));
textBoxGamma.Text = Convert.ToString(Greeks.Gamma(S0, K, sigma, r, T, steps, N, type, R));
textBoxVega.Text = Convert.ToString(Greeks.Vega(S0, K, sigma, r, T, steps, N, type, R));
textBoxTheta.Text = Convert.ToString(Greeks.Theta(S0, K, sigma, r, T, steps, N, type, R));
textBoxRho.Text = Convert.ToString(Greeks.Rho(S0, K, sigma, r, T, steps, N, type, R));
}
//The main body
private void button1_Click(object sender, EventArgs e)
{
DateTime beforDT = System.DateTime.Now; //开始监视代码运行时间
//create objects
RandomNumber randomnumber = new RandomNumber();
Value value = new Value();
Price price = new Price();
Greeks greeks = new Greeks();
//Define the inputs
value.S = Convert.ToDouble(textBoxS0.Text);
value.K = Convert.ToDouble(textBoxK.Text);
value.T = Convert.ToDouble(textBoxT.Text);
value.R = Convert.ToDouble(textBoxr.Text);
value.Sigma = Convert.ToDouble(textBoxsigma.Text);
value.Trials = Convert.ToInt32(textBoxN.Text);
value.N = Convert.ToInt32(textBoxsteps.Text);
if (call.Checked)
{
value.Type = true;
}
else if (put.Checked)
{
value.Type = false;
}
else
{
MessageBox.Show("Please select either call or put");
return;
}
if (normal.Checked)
{
value.An = false;
}
else if (antithetic.Checked)
{
value.An = true;
}
else
{
MessageBox.Show("Please select method");
return;
}
if (CV.Checked)
{
value.CV = true;
}
else
{
value.CV = false;
}
double[,] Rn = randomnumber.Rand(value.Trials, value.N);
value.Rn = Rn;
//Outputs
textBoxPrice.Text = Convert.ToString(price.Oprice(value)[0]);
textBoxStd.Text = Convert.ToString(price.Oprice(value)[1]);
textBoxDelta.Text = Convert.ToString(greeks.Delta(value));
textBoxGamma.Text = Convert.ToString(greeks.Gamma(value));
textBoxVega.Text = Convert.ToString(greeks.Vega(value));
textBoxTheta.Text = Convert.ToString(greeks.Theta(value));
textBoxRho.Text = Convert.ToString(greeks.Rho(value));
DateTime afterDT = System.DateTime.Now; //停止监视
//从afterDT中减去beforDT的时间
TimeSpan ts = afterDT.Subtract(beforDT);
textBoxTime.Text = Convert.ToString(ts);
}
//The main body
private void button1_Click(object sender, EventArgs e)
{
label_pro.Text = "Input";
DateTime beforDT = System.DateTime.Now; //开始监视代码运行时间
//create objects
RandomNumber randomnumber = new RandomNumber();
Value value = new Value();
Price price = new Price();
Greeks greeks = new Greeks();
//Define the inputs
value.S = Convert.ToDouble(textBoxS0.Text);
value.K = Convert.ToDouble(textBoxK.Text);
value.T = Convert.ToDouble(textBoxT.Text);
value.R = Convert.ToDouble(textBoxr.Text);
value.Sigma = Convert.ToDouble(textBoxsigma.Text);
value.Trials = Convert.ToInt32(textBoxN.Text);
value.N = Convert.ToInt32(textBoxsteps.Text);
if (call.Checked)
{
value.Type = true;
}
else if (put.Checked)
{
value.Type = false;
}
else
{
MessageBox.Show("Please select either call or put");
return;
}
if (normal.Checked)
{
value.An = false;
}
else if (antithetic.Checked)
{
value.An = true;
}
else
{
MessageBox.Show("Please select method");
return;
}
if (CV.Checked)
{
value.CV = true;
}
else
{
value.CV = false;
}
if (CVNO.Checked)
{
value.CV = false;
}
else
{
value.CV = true;
}
if (MT.Checked)
{
value.MT = true;
}
else
{
value.MT = false;
}
if (Nouse.Checked)
{
value.MT = false;
}
else
{
value.MT = true;
}
label_pro.Text = "Reading Your Data";
inprogress(10);
double[,] Rn = randomnumber.Rand(value.Trials, value.N, value.MT);
value.Rn = Rn;
label_pro.Text = "Creating Random Number Array";
inprogress(20);
//Outputs
textBoxPrice.Text = Convert.ToString(price.Oprice(value)[0]);
label_pro.Text = "Calculate Price";
inprogress(30);
textBoxStd.Text = Convert.ToString(price.Oprice(value)[1]);
label_pro.Text = "Calculate Std";
inprogress(40);
textBoxDelta.Text = Convert.ToString(greeks.Delta(value));
label_pro.Text = "Calculate Delta";
inprogress(50);
textBoxGamma.Text = Convert.ToString(greeks.Gamma(value));
label_pro.Text = "Calculate Gamma";
inprogress(60);
textBoxVega.Text = Convert.ToString(greeks.Vega(value));
label_pro.Text = "Calculate Vega";
inprogress(70);
textBoxTheta.Text = Convert.ToString(greeks.Theta(value));
label_pro.Text = "Calculate Theta";
inprogress(80);
textBoxRho.Text = Convert.ToString(greeks.Rho(value));
label_pro.Text = "Calculate Rho";
inprogress(90);
DateTime afterDT = System.DateTime.Now; //停止监视
//从afterDT中减去beforDT的时间
TimeSpan ts = afterDT.Subtract(beforDT);
textBoxTime.Text = Convert.ToString(ts);
label_pro.Text = "Calculate Time";
inprogress(100);
int core_num;
if (value.MT == true)
{
core_num = System.Environment.ProcessorCount;
}
else
{
core_num = 1;
}
TextBoxCore.Text = Convert.ToString(core_num);
}
