/// <summary> /// Asigna estilos visuales a la interfaz grafica /// gruopbox, labels y graficas. /// </summary> private void lookAndFeel() { this.BackColor = Color.Black; #region GroupBox this.groupBox1.BackColor = Color.Black; this.groupBox1.ForeColor = Color.White; this.groupBox2.ForeColor = Color.White; this.groupBox3.ForeColor = Color.White; this.groupBox4.ForeColor = Color.White; this.groupBox5.ForeColor = Color.White; this.groupBox6.ForeColor = Color.White; this.groupBox7.ForeColor = Color.White; this.groupBox8.ForeColor = Color.White; #endregion #region Historial CPU ChartArea area = this.chartCpuHistory.ChartAreas[0]; Series series = this.chartCpuHistory.Series[0]; area.BackColor = Color.Black; area.AxisX.MajorGrid.LineColor = Color.DarkGreen; area.AxisY.MajorGrid.LineColor = Color.DarkGreen; this.chartCpuHistory.BackColor = Color.Black; series.Color = Color.Green; series.ChartType = SeriesChartType.StackedArea; #endregion #region CPU bar chart area = this.chartCpuActual.ChartAreas[0]; series = this.chartCpuActual.Series[0]; this.chartCpuActual.Series["CPU"].Points.Add(100);//iniciar en 0% area.BackColor = Color.Transparent; area.AxisX.MajorGrid.LineColor = Color.Transparent; area.AxisY.MajorGrid.LineColor = Color.Transparent; area.AxisX.LabelStyle.ForeColor = Color.Transparent; area.AxisX2.LineColor = Color.Transparent; chartCpuActual.BackColor = Color.Transparent; series.ChartType = SeriesChartType.Bar; #endregion #region pie RAM chartRamPie.Series[0].ChartType = SeriesChartType.Pie; area = this.chartRamPie.ChartAreas[0]; area.BackColor = Color.Transparent; area.AxisY.MajorGrid.LineColor = Color.Transparent; chartRamPie.BackColor = Color.Transparent; #endregion #region Historial RAM barGreenStyle(this.chartRamHistory, false); #endregion #region Network & Disk Charts barGreenStyle(this.chartDiskReads, true); barGreenStyle(this.chartDiskWrites, true); barGreenStyle(this.chartNetIn, true); barGreenStyle(this.chartNetOut, true); #endregion }
private void button1_Click(object sender, EventArgs e) { // Payment scheme double initialNotional = Convert.ToDouble(tb_notional.Text); bool isScopeSpread = String.IsNullOrWhiteSpace(tb_spread.Text); // text for spread textbox bool isScopeUpfront = String.IsNullOrWhiteSpace(tb_quotedupfront.Text); double upfront = 0.0; double spread = 0.0; if (isScopeSpread == false) { spread = Convert.ToDouble(tb_spread.Text) / 10000; } if (isScopeUpfront == false) { upfront = Convert.ToDouble(tb_quotedupfront.Text) / 100; } //The trade level, if spread not equal coupon rate, then upfront fee is paid double coupon_rate = Convert.ToDouble(tb_fixrate.Text) / 10000; //The coupon paid by premium buyer string frequency = cmb_frequency.Text; // LB_frequency.Text; Int16 settle = Convert.ToInt16(tb_cashsettle.Text); //Key dates DateTime Maturity = Convert.ToDateTime(tb_maturity.Text); DateTime firstpayday = Convert.ToDateTime(tb_firstpayday.Text); //the first premium payment date DateTime formerpayday = Convert.ToDateTime(tb_formerpayday.Text); //the first premium payment date DateTime tradedate = Convert.ToDateTime(tb_tradeDate.Text); //the first premium payment date //Data to construct yield curve and credit curve double RecoveryRate = Convert.ToDouble(tb_recovery.Text); //Running spread of comparable products, assuming zero entry fee and same payment schema as the current product List <double> QuotedSpread = new List <double> { Convert.ToDouble(qs_6M.Text), Convert.ToDouble(qs_1Y.Text), Convert.ToDouble(qs_3Y.Text) , Convert.ToDouble(qs_5Y.Text), Convert.ToDouble(qs_7Y.Text), Convert.ToDouble(qs_10Y.Text) }; //Benchmark interest rates, consisting of Libor, Deposit and SWAP List <double> QuotedSpot = new List <double> { Convert.ToDouble(ir_1M.Text), Convert.ToDouble(ir_2M.Text), Convert.ToDouble(ir_3M.Text), Convert.ToDouble(ir_6M.Text), Convert.ToDouble(tb_9M.Text), Convert.ToDouble(ir_1Y.Text), Convert.ToDouble(ir_2Y.Text), Convert.ToDouble(ir_3Y.Text), Convert.ToDouble(ir_4Y.Text), Convert.ToDouble(ir_5Y.Text), Convert.ToDouble(ir_6Y.Text), Convert.ToDouble(ir_7Y.Text), Convert.ToDouble(ir_8Y.Text), Convert.ToDouble(ir_9Y.Text), Convert.ToDouble(ir_10Y.Text), Convert.ToDouble(ir_11Y.Text), Convert.ToDouble(ir_12Y.Text), Convert.ToDouble(ir_15Y.Text), Convert.ToDouble(ir_20Y.Text), Convert.ToDouble(ir_25Y.Text), Convert.ToDouble(ir_30Y.Text) }; // decide which scope we should use for computation String usecreditcurve = Convert.ToString(tb_usecreditcurve.Checked); switch (usecreditcurve) { case "True": //Use credit curve predefined break; case "False": QuotedSpread = null; break; default: break; } //Input & Output //Case 1: Input: coupon rate, credit curve, standard contract // Output: upfront //Case 2: Input: coupon rate, upfront // Output: spread, net amount paid //Case 2: Input: coupon rate, upfront // Output: upfront, net amount paid CDS cds = new CDS(coupon_rate, initialNotional, Maturity, firstpayday, tradedate, formerpayday, frequency, RecoveryRate, settle, 3); cds.Curve_Building(QuotedSpot, QuotedSpread, spread, upfront); cds.Pricing(); dataGridView_fix.DataSource = cds.FixLeg; lb_zeroRates.DataSource = cds.zero_rates; accrued.Text = Convert.ToString(cds.accruedday); accruedamt.Text = Convert.ToString(cds.accruedamt); tb_upfront.Text = Convert.ToString(cds.pv / initialNotional * 100); market_value.Text = Convert.ToString(cds.pv); clean_price.Text = Convert.ToString((1 - cds.pv / initialNotional) * 100); //chart1.DataSource= cds.yield_series; this.chart2.Palette = ChartColorPalette.SeaGreen; // Set title. //this.chart1.Titles.Add("Pets"); // Add series. for (int i = 1; i < cds.survival_prob.Count; i++) { // Add series. Series series = this.chart2.Series.Add(i.ToString()); // Add point. series.Points.AddXY(i, cds.survival_prob[i]); } // Set palette. this.chart1.Palette = ChartColorPalette.SeaGreen; // Add series. for (int i = 1; i < cds.yield_series.Count; i++) { // Add series. Series series1 = this.chart1.Series.Add(i.ToString()); // Add point. series1.Points.AddXY(i, cds.yield_series[i]); } //Form2 frm = new Form2(); }