using System;
using System.Collections.Generic;
using MarketData.MarketDataModel;

namespace MarketData.Numerical
{
    /// <summary>
    /// Black Sholes Option Pricing Model for simplest scenario
    /// </summary>
  public class BlackScholesOptionPricingModel
  {
    private BlackScholesOptionPricingModel()
    {
    }
		/// <summary>
		///  Get Option price by applying BlackScholesOptionPricingModel
		/// </summary>
		/// <param name="optionType">Enum to indicate whether Call or Put</param>
		/// <param name="S">Price of underlying</param>
		/// <param name="X">Strike price</param>
		/// <param name="T">Time to expiration in years</param>
		/// <param name="r">Risk free interest rate</param>
		/// <param name="v">Volatility</param>
		/// <returns></returns>
    //public static double GetPrice(OptionTypeEnum optionType, double S, double X, double T, double r, double v)
    //{
    //  double d1 = 0.0;
    //  double d2 = 0.0;
    //  double optionValue = 0.0;

    //  d1 = (Math.Log(S / X) + (r + v * v / 2.0) * T) / (v * Math.Sqrt(T));
    //  d2 = d1 - v * Math.Sqrt(T);
    //  if (optionType == OptionTypeEnum.CallOption)
    //  {
    //    optionValue = S * CumulativeNormalDistributionFun(d1) - X * Math.Exp(-r * T) * CumulativeNormalDistributionFun(d2);
    //  }
    //  else if (optionType == OptionTypeEnum.PutOption)
    //  {
    //    optionValue = X * Math.Exp(-r * T) * CumulativeNormalDistributionFun(-d2) - S * CumulativeNormalDistributionFun(-d1);
    //  }
    //  return optionValue;
    //}
    /// <summary>
    /// Cumulative normal distribution function
    /// </summary>
    /// <param name="d"></param>
    /// <returns></returns>
    private static double CumulativeNormalDistributionFun(double d)
    {
      double L = 0.0;
      double K = 0.0;
      double dCND = 0.0;
      const double a1 = 0.31938153;
      const double a2 = -0.356563782;
      const double a3 = 1.781477937;
      const double a4 = -1.821255978;
      const double a5 = 1.330274429;
      L = Math.Abs(d);
      K = 1.0 / (1.0 + 0.2316419 * L);

      dCND = 1.0 - 1.0 / Math.Sqrt(2 * Convert.ToDouble(Math.PI)) * Math.Exp(-L * L / 2.0) * (a1 * K + a2 * K * K + a3 * Math.Pow(K, 3.0) + a4 * Math.Pow(K, 4.0) + a5 * Math.Pow(K, 5.0));

      if (d < 0)
      {
        return 1.0 - dCND;
      }
      else
      {
        return dCND;
      }
    }
  }
}