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);
end



.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);

Display(result);

}

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("Price");
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];

dt.Rows.Add(row);
}

dataGridView1.DataSource = dt;
}