示例#1
0
        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);
        }
示例#2
0
        //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);
        }
示例#3
0
        //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);
        }