public void calculation()
{
label_pro.Text = "Input";
//create objects
RandomNumber randomnumber = new RandomNumber();
Value value = new Value();
//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);
value.Type = Convert.ToBoolean(Radio_call.Checked);
value.An = Convert.ToBoolean(checkBox_An.Checked);
value.CV = Convert.ToBoolean(checkBox_CV.Checked);
value.MT = Convert.ToBoolean(checkBox_MT.Checked);
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
if (radioButton_European.Checked)
{
value.Rb = 0;
value.Bt = 0;
value.Br = 0;
European european = new European();
label_pro.Text = "Calculate Price";
textBoxPrice.Text = Convert.ToString(european.OptionPrice(value)[0]);
inprogress(30);
label_pro.Text = "Calculate Std";
textBoxStd.Text = Convert.ToString(european.OptionPrice(value)[1]);
inprogress(40);
label_pro.Text = "Calculate Delta";
textBoxDelta.Text = Convert.ToString(european.Delta(value));
inprogress(50);
label_pro.Text = "Calculate Gamma";
textBoxGamma.Text = Convert.ToString(european.Gamma(value));
inprogress(60);
label_pro.Text = "Calculate Vega";
textBoxVega.Text = Convert.ToString(european.Vega(value));
inprogress(70);
label_pro.Text = "Calculate Theta";
textBoxTheta.Text = Convert.ToString(european.Theta(value));
inprogress(80);
label_pro.Text = "Calculate Rho";
textBoxRho.Text = Convert.ToString(european.Rho(value));
inprogress(90);
}
if (radioButton_Asian.Checked)
{
value.Rb = 0;
value.Bt = 0;
value.Br = 0;
Asian asian = new Asian();
label_pro.Text = "Calculate Price";
textBoxPrice.Text = Convert.ToString(asian.OptionPrice(value)[0]);
inprogress(30);
label_pro.Text = "Calculate Std";
textBoxStd.Text = Convert.ToString(asian.OptionPrice(value)[1]);
inprogress(40);
label_pro.Text = "Calculate Delta";
textBoxDelta.Text = Convert.ToString(asian.Delta(value));
inprogress(50);
label_pro.Text = "Calculate Gamma";
textBoxGamma.Text = Convert.ToString(asian.Gamma(value));
inprogress(60);
label_pro.Text = "Calculate Vega";
textBoxVega.Text = Convert.ToString(asian.Vega(value));
inprogress(70);
label_pro.Text = "Calculate Theta";
textBoxTheta.Text = Convert.ToString(asian.Theta(value));
inprogress(80);
label_pro.Text = "Calculate Rho";
textBoxRho.Text = Convert.ToString(asian.Rho(value));
inprogress(90);
}
if (radioButton_Digital.Checked)
{
if (textBox_Rebate.Text == string.Empty)
{
textBox_Rebate.BackColor = Color.Pink;
}
else
{
value.Rb = Convert.ToDouble(textBox_Rebate.Text);
value.Bt = 0;
value.Br = 0;
Digital digital = new Digital();
label_pro.Text = "Calculate Price";
textBoxPrice.Text = Convert.ToString(digital.OptionPrice(value)[0]);
inprogress(30);
label_pro.Text = "Calculate Std";
textBoxStd.Text = Convert.ToString(digital.OptionPrice(value)[1]);
inprogress(40);
label_pro.Text = "Calculate Delta";
textBoxDelta.Text = Convert.ToString(digital.Delta(value));
inprogress(50);
label_pro.Text = "Calculate Gamma";
textBoxGamma.Text = Convert.ToString(digital.Gamma(value));
inprogress(60);
label_pro.Text = "Calculate Vega";
textBoxVega.Text = Convert.ToString(digital.Vega(value));
inprogress(70);
label_pro.Text = "Calculate Theta";
textBoxTheta.Text = Convert.ToString(digital.Theta(value));
inprogress(80);
label_pro.Text = "Calculate Rho";
textBoxRho.Text = Convert.ToString(digital.Rho(value));
inprogress(90);
}
}
if (radioButton_Barrier.Checked)
{
if (textBox_Barrier.Text == string.Empty)
{
textBox_Barrier.BackColor = Color.Pink;
}
else
{
value.Rb = 0;
value.Br = Convert.ToDouble(textBox_Barrier.Text);
if (radioButton_DO.Checked)
{
value.Bt = 0;
}
if (radioButton_UO.Checked)
{
value.Bt = 1;
}
if (radioButton_DI.Checked)
{
value.Bt = 2;
}
if (radioButton_UI.Checked)
{
value.Bt = 3;
}
Barrier barrier = new Barrier();
label_pro.Text = "Calculate Price";
textBoxPrice.Text = Convert.ToString(barrier.OptionPrice(value)[0]);
inprogress(30);
label_pro.Text = "Calculate Std";
textBoxStd.Text = Convert.ToString(barrier.OptionPrice(value)[1]);
inprogress(40);
label_pro.Text = "Calculate Delta";
textBoxDelta.Text = Convert.ToString(barrier.Delta(value));
inprogress(50);
label_pro.Text = "Calculate Gamma";
textBoxGamma.Text = Convert.ToString(barrier.Gamma(value));
inprogress(60);
label_pro.Text = "Calculate Vega";
textBoxVega.Text = Convert.ToString(barrier.Vega(value));
inprogress(70);
label_pro.Text = "Calculate Theta";
textBoxTheta.Text = Convert.ToString(barrier.Theta(value));
inprogress(80);
label_pro.Text = "Calculate Rho";
textBoxRho.Text = Convert.ToString(barrier.Rho(value));
inprogress(90);
}
}
if (radioButton_Lookback.Checked)
{
value.Rb = 0;
value.Bt = 0;
value.Br = 0;
Lookback lookback = new Lookback();
label_pro.Text = "Calculate Price";
textBoxPrice.Text = Convert.ToString(lookback.OptionPrice(value)[0]);
inprogress(30);
label_pro.Text = "Calculate Std";
textBoxStd.Text = Convert.ToString(lookback.OptionPrice(value)[1]);
inprogress(40);
label_pro.Text = "Calculate Delta";
textBoxDelta.Text = Convert.ToString(lookback.Delta(value));
inprogress(50);
label_pro.Text = "Calculate Gamma";
textBoxGamma.Text = Convert.ToString(lookback.Gamma(value));
inprogress(60);
label_pro.Text = "Calculate Vega";
textBoxVega.Text = Convert.ToString(lookback.Vega(value));
inprogress(70);
label_pro.Text = "Calculate Theta";
textBoxTheta.Text = Convert.ToString(lookback.Theta(value));
inprogress(80);
label_pro.Text = "Calculate Rho";
textBoxRho.Text = Convert.ToString(lookback.Rho(value));
inprogress(90);
}
if (radioButton_Range.Checked)
{
value.Rb = 0;
value.Bt = 0;
value.Br = 0;
Range range = new Range();
label_pro.Text = "Calculate Price";
textBoxPrice.Text = Convert.ToString(range.OptionPrice(value)[0]);
inprogress(30);
label_pro.Text = "Calculate Std";
textBoxStd.Text = Convert.ToString(range.OptionPrice(value)[1]);
inprogress(40);
label_pro.Text = "Calculate Delta";
textBoxDelta.Text = Convert.ToString(range.Delta(value));
inprogress(50);
label_pro.Text = "Calculate Gamma";
textBoxGamma.Text = Convert.ToString(range.Gamma(value));
inprogress(60);
label_pro.Text = "Calculate Vega";
textBoxVega.Text = Convert.ToString(range.Vega(value));
inprogress(70);
label_pro.Text = "Calculate Theta";
textBoxTheta.Text = Convert.ToString(range.Theta(value));
inprogress(80);
label_pro.Text = "Calculate Rho";
textBoxRho.Text = Convert.ToString(range.Rho(value));
inprogress(90);
}
int core_num;
if (value.MT == true)
{
core_num = System.Environment.ProcessorCount;
}
else
{
core_num = 1;
}
TextBoxCore.Text = Convert.ToString(core_num);
}
//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);
}