Monday, 2 March 2009

Developing Financial Applications using .Net & Matlab ( Part-1)

This video shows how we can use Algorithms written in matlab 'M' code can be used in .Net applications. (View the video in 'double size' resolution).

Matlab Code snippet

function [ Price,AccruedInt ] = MyBndPrice(Yield, CouponRate, Settle,...
Maturity, Period, Basis)

[Price, AccruedInt] = bndprice(Yield, CouponRate, Settle,...
Maturity, Period, Basis);

.Net Code snippet
private void btnBndPrice_Click(object sender, EventArgs e)

MWNumericArray yields = GetYields();
MWNumericArray coupon = new MWNumericArray(Convert.ToDouble(txtCoupon.Text) ) ;
MWNumericArray period = new MWNumericArray(cmbPeriod.SelectedIndex + 1 ) ;
MWNumericArray basis = new MWNumericArray(cmbBasis.SelectedIndex);

MWCharArray settlement = new MWCharArray(txtSettlement.Text);
MWCharArray maturity = new MWCharArray(txtMaturity.Text);

MyFinLib.MyFinLibclass finLib = new MyFinLib.MyFinLibclass();
MWArray[] result = finLib.MyBndPrice(2, yields, coupon, settlement, maturity, period, basis);



private double[] GetYields()
string[] yieldStr = txtYield.Text.Split(',');

double[] yields = new double[ yieldStr.Length ];
for (int i = 0; i < yieldStr.Length; i++)
yields[i] = Convert.ToDouble(yieldStr[i]);

return yields ;

private void Display(MWArray[] result)

DataTable dt = new DataTable();
dt.Columns.Add("Accrued Interest");

string[] price = result[0].ToString().Split('\n');
string[] accuredInt = result[1].ToString().Split('\n');

for (int i = 0; i < price.Length; i++)
DataRow row = dt.NewRow();
row[0] = price[i];
row[1] = accuredInt[i];


dataGridView1.DataSource = dt;


  1. Can I get this C# file please?

  2. Hi Mukul,

    MessageBox.Show(string.format("Sum={0} , Avg={1}",result[0].ToString(),result[1].ToString()));


    put a break point on 'MWArray[] result = Proj1.MyFun(2, a, b, c);'

    and run your application in debug mode (press F5) , this is the best way to know the output

  3. Thanks a lot BaijuMax :)

    I am really glad that you are maintaining this blog!

    I really appreciate your concerns for the researchers all round the world who have problems in creating the standalone applications for Matlab. It is a life saver!

  4. Hi Baiju,

    I have a MATLAB program which actually runs for 10-15 minutes.

    I am using VC# to call the Matlab function and everything works just great.

    However the only problem is that i cant see the progress of the program ... The user clicks OK button and then he has to wait for 10-15 minutes for the results. Can i have a progress bar in the VC# application which can take intermittent outputs from the Matlab function so that i can use the data to show the progress bar.

    Right now, my Matlab program takes in 5 inputs from the VC# text boxes. Then VC# calls the matlab function which calculates something and iterates for 10,000 iterations. If it was possible to return the iteration parameter from matlab to VC# after each iteration was performed then I could use this information to set the progress bar or any dynamic output ...

    Can you please help me with this?

  5. On Tue, Oct 6, 2009 at 6:13 PM, baiju max wrote:
    you can write overloaded constructor for your form2 and pass the required fields in the constructor when your creating instance of the class.

    for example:

    public partial class Form2

    ////Overloaded constructor
    public Form(string form1TextBoxValue):this()

    ///Default constructor
    public Form()



    Form2 Form2obj = new Form2(txtBox.text);


    On Tue, Oct 6, 2009 at 8:31 AM, Mukul Tripathi wrote:
    Dear Baiju,

    Thanks a lot for your reply... i will try this out.

    I am having a new problem now:

    I want to add an additional form to my application (which originally has just Form1.cs). So I created the new form named 'Form2.cs' and added to the project. Now when I click the OK button on the Form1, the Form2 is supposed to open. So, i used following lines of code:

    Form2 Form2obj = new Form2();

    And it was working fine for me.

    However, when I am trying to access the values in the textboxes of Form1 within the Form2obj, I cannot do that.

    When I am trying to create a new object of Form1 from within the Form2, i loose the values that i entered in the Form1.

    within the form2 class definition when i write

    Form1 form1obj =new Form1();

    then a new object is created and i loose the original values that i entered in the form1.

    My question was that is it possible to create global objects for both Form1 and Form2 so that when I fill in the values in either form1 or in form2 they can by accessed from both simultaneously?

    If you find this email confusing then lemme know and i will send you screen shots and the code that i am using.

    Thanks always,

    On Mon, Oct 5, 2009 at 9:04 PM, baiju max wrote:
    Hi Mukul,

    Sorry for delay in reply , (I'm so busy with office assignments)

    Could you try below solution in between

    1) write the progress that you want to report to a text file from matlab algo.
    2) use the 'FileSystemWatcher' class's onChanged event to read the text file (to which progress is written.)
    [for details read]

    In nutshell, whenever you modify the txt file matlab , 'Onchnaged' event will fire and you will be able to proper of the same from vc#.


    On Sun, Oct 4, 2009 at 9:59 AM, Mukul Tripathi wrote:
    Thanks a lot Baiju! I will wait for your response...

    Thanks for helping me out always!

    On Sat, Oct 3, 2009 at 11:25 PM, baiju max wrote:
    We can do that by raising events from matlab and handling the same from vc#.
    I will get back to you with samples.


  6. Hi Mukul,

    use waitbar to show the progress.

    for example , convert below .m file to dotnet assembly using deploytool and try from VC# .

    function StartProgram(numIterations)

    h = waitbar(0,'Please wait...');

    //simulating a long running program.
    for n=1:numIterations



  7. Thanks a lot Baiju, I will implement it and keep you updated.

  8. The waitbar works awesome for me, Baiju! Tons of thanks for the help!

    I was using a Pi Chart as the output to simulate the waitbar till now.

    So this problem is solved for me, waitbar looks more professional so I am using it :)

  9. Hello Baiju, I have two more questions for you...

    Q1. I am using an excel file which i read and write from a fixed location in my harddisk, and i can do it perfectly fine. But I have to save the file at one particular location always which i do not want. Can i have an open file dialog from where i can choose the excel file
    which i want to work on? (like its in any windows application ...from where we click open and choose the file we want to open)
    i looked for fileopendialog but I am not sure how to use it.

    Q.2 I also want to pass on this information to matlab too... can we open an open file dialogue in matlab ?

    Excel.Workbook xlsBook = xlsApp.Workbooks.Open(@"C:\Users\Mukul\data.xls", ...);
    this is what i am using right now

    In short: can you give me an example, how to replace @"C:\Users\Mukul\data.xls with the user input and then pass on the same information to matlab function so that matlab also opens the same file.

  10. Q1 Ans:- check this article

    Q2 Ans:- a) add an extra (file name) parameter in Matlab function. (And pass the filename from VC# to Matlab) .

    b) To open file dialog box from matlab try this command 'uigetfile'

  11. Thanks Baiju!
    Also, as an answer to Q1. I found this useful :

  12. Hi Baiju,

    Today, I have two questions for you:

    1. I successfully opened an excel file using openfiledialog in VC# and could read and write in it. Now I want to pass the same file-name from VC# to MATLAB so that I can open the same excel file that i selected from VC# from within MATLAB and do further processing.

    2. I have returned a double dimensional array as output from a matlab function and I am trying to display it into a textbox in VC#. But I am unable to refer to the values within the array.

    Say for example if i return only one value from the MATLAB function as 'result' and i want to display its content in the textbox i can use following:

    However if variable 'result' is the output from the MATLAB function and it is '2 by 2' array and i have to display all the four elements. Then using usual array notation the first element of the array should be:

    but its not letting me do this. Am i missing something?

  13. Hi,

    I am getting the error message I missing something here...I've added the necessary references

    The type or namespace name 'MyFinLibclass' does not exist in the namespace 'MyFinLib' (are you missing an assembly reference?)

  14. I tried creating a web service from your exact code and got "The type initializer for threw an exception." errors. Any ideas? (Visual Studio 2010 Framework 4.0)