WPF 3 D Coordinate System with A Camera: Example

Then we can map 2D Texture to 3D using MeshGeometry3D

       <Viewport3D>
            <Viewport3D.Camera>
                <PerspectiveCamera Position="-20,46,0" UpDirection="0,0,1" LookDirection="4,-10,0" NearPlaneDistance="0"/>
            ......
                    <GeometryModel3D.Geometry>
                      <MeshGeometry3D  Positions="-10,-10,-10  10,-10,-10  10,10,-10  -10,10,-10  -10,-10,10  -10,10,10"
                          TriangleIndices="0 2 3  0 1 2   0 4 3  4 5 3" 
                               TextureCoordinates="0,0  0,1  1,1  1,0" />

Robust Optimization Through SOCP Duality

Future Pricing and MR factor model

MATLAB code

[hist_date, hist_high, hist_low, hist_open, hist_close, hist_vol] =get_hist_stock_data('SPX','2006');
Data=hist_close;
[n,nn] = size(Data);

R_dollar=hist_close(2:end)-hist_close(1:end-1);
R_pct=R_dollar./hist_close(1:end-1);

[b_int,nn,nn,nn,stats] = regress(R_pct,[ones(n-1,1),Data(1:(n-1),1)]); 

intercept = b_int(1);
slope = b_int(2);
if (slope > 0)
    error('Cannot use geometric mean reversion: pct chg=k*(mu-s)+sigma*dW requiring k>0)');
end

sigma = sqrt(stats(4));
k = -slope; 
mu = -intercept/slope;


days=20;
dT = 1; 

St=zeros(days,1);
St(1)=hist_close(end);

for i=1:1:days
    St(i+1)=St(i)+(k*(mu-St(i))+sigma*normrnd(0,1))*St(i);
end 

% future price dS/S = dLn(F(t))/dt *dt + signma*dW or
%              Ft-1=Ft*exp(-dS/S+signma*dW)
Ft=zeros(days,1);
Ft(end)=St(end);  
for i=days:-1:2
    chg =(St(i+1)-St(i))/St(i);
    Ft(i-1)=Ft(i)*exp(-chg+sigma*normrnd(0,1));
end 

f1=figure(1);
set(f1,'name','%-Return Mean Reversion Factor Model');
p=plot(0:days,St);
set(p,'color','red');
hold on;
p=plot(1:days,Ft);
hold off;

Interest Rate Swap Valuation

Visitor Design Pattern

(1) IAccept will Accept any IVisitor, which include all object types in signature.
(2) All participating object types implement IAccept with boiler template code visit(this)
(3) Visitors are responsible to implement how to visit a type.

Benefit: Ensure new visitor must know how to visit all types, and these types does not
need to change to allow new visitors.






 

    #region IAccept Universal Visitor

    public interface IVisitor
    {
        // List the universe of objects
        void Visit(Swap sw);
        void Visit(Option o);
        void Visit(Bond b);
    }

    public interface IAccept
    {
        void Accept(IVisitor visitor);
    }

    #endregion

    #region Universal objects  Accept any Visitor(this) --boiler template code

    public class Swap : IAccept
    {
        public void Accept(IVisitor visitor)
        {
            visitor.Visit(this);
        }
    }
    public class Option : IAccept
    {
        public void Accept(IVisitor visitor)
        {
            visitor.Visit(this);
        }
    }
    public class Bond : IAccept
    {
        public void Accept(IVisitor visitor)
        {
            visitor.Visit(this);
        }
    }

    #endregion

#region Risk Visitor -- must know how to visitor any objects

    public class RiskVisitor : IVisitor 
    {
        public void Visit(Swap sw)
        {
            Console.WriteLine("Special works related to Risk of SWAP");
        }

        public void Visit(Option o)
        {
            Console.WriteLine("Special works related to Risk of Option");  
        }

        public void Visit(Bond b)
        {
            Console.WriteLine("Special works related to Risk of Bond");
        }
    }

    #endregion

    #region Pricing Visitor -- must know how to visitor any objects

    public class PricingVisitor : IVisitor
    {
        public void Visit(Swap sw)
        {
            Console.WriteLine("Special works related to Pricing of SWAP");
        }

        public void Visit(Option o)
        {
            Console.WriteLine("Special works related to Pricing of Option");
        }

        public void Visit(Bond b)
        {
            Console.WriteLine("Special works related to Pricing of Bond");
        }
    }

   #endregion


            // (1)  each visitor visit object
            RiskVisitor rv = new RiskVisitor();
            rv.Visit(new Swap());
            rv.Visit(new Option());

            PricingVisitor pv = new PricingVisitor();
            pv.Visit(new Swap());
            pv.Visit(new Option());


            // (2) each object accept any visitor
            Swap sw = new Swap();
            sw.Accept(new RiskVisitor());
            Console.ReadLine();

WPF Breadcrumb markup

                            <ListBox  Padding="0" DockPanel.Dock="Left"  VerticalAlignment="Center" x:Name="lbBreadCrumb" MinWidth="300" Background="Transparent" BorderThickness="0" ScrollViewer.HorizontalScrollBarVisibility="Hidden" ScrollViewer.VerticalScrollBarVisibility="Hidden" SelectionChanged="ListBox_SelectionChanged">
                                <ListBox.ItemsPanel>
                                    <ItemsPanelTemplate>
                                        <StackPanel Margin="8,0,0,0" Orientation="Horizontal"></StackPanel>
                                    </ItemsPanelTemplate>
                                </ListBox.ItemsPanel>
                                <ListBox.ItemContainerStyle>
                                    <Style TargetType="{x:Type ListBoxItem}">
                                        <Setter Property="Background" Value="LightGray"/>
                                        <Setter Property="BorderBrush" Value="LightGray"/>
                                        <Setter Property="HorizontalContentAlignment" Value="{Binding HorizontalContentAlignment, RelativeSource={RelativeSource AncestorType={x:Type ItemsControl}}}"/>
                                        <Setter Property="VerticalContentAlignment" Value="{Binding VerticalContentAlignment, RelativeSource={RelativeSource AncestorType={x:Type ItemsControl}}}"/>
                                        <Setter Property="Padding" Value="0"/>
                                        <Setter Property="SnapsToDevicePixels" Value="true"/>
                                        <Setter Property="Template">
                                            <Setter.Value>
                                                <ControlTemplate TargetType="ListBoxItem">
                                                    <DockPanel LastChildFill="True" Margin="-8,0,0,0">
                                                        <Path x:Name="ArrowTip" DockPanel.Dock="Left" Stroke="LightGray" Fill="LightGray" Data="F1 M 112,144L 104,144L 112,160L 104,176L 112,176" Stretch="Fill" Height="32" Width="12"  />
                                                        <Path x:Name="Arrow" DockPanel.Dock="Right" Stroke="LightGray" Fill="LightGray" Data="F1 M 168,144L 176,160L 168,176" Stretch="Fill" Height="32" Width="12"  />
                                                        <Border Name="Border" SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}" Background="{TemplateBinding Background}" BorderBrush="LightGray" Padding="{TemplateBinding Padding}" BorderThickness="0,1,0,1" VerticalAlignment="Center" Margin="-1,0,-1,0" >
                                                            <ContentPresenter />
                                                        </Border>
                                                    </DockPanel>
                                                    <ControlTemplate.Triggers>
                                                        <Trigger Property="IsSelected" Value="true">
                                                            <Setter TargetName="Border" Property="Background" Value="Gray"/>
                                                            <Setter TargetName="Arrow" Property="Fill" Value="Gray"/>
                                                            <Setter TargetName="ArrowTip" Property="Fill" Value="Gray"/>
                                                        </Trigger>
                                                        <Trigger Property="IsEnabled" Value="false">
                                                            <Setter Property="Foreground" Value="Red"/>
                                                        </Trigger>
                                                    </ControlTemplate.Triggers>
                                                </ControlTemplate>
                                            </Setter.Value>
                                        </Setter>
                                    </Style>
                                </ListBox.ItemContainerStyle>
                                <ListBox.ItemTemplate>
                                    <DataTemplate>
                                        <DataTemplate.Resources>
                                                <local:ContentToVisibilityConverter x:Key="c2vConverter" />
                                        </DataTemplate.Resources>
                                        <DockPanel VerticalAlignment="Center" Height="30">
                                            <Label DockPanel.Dock="Left" FontSize="8" Content="{Binding Name, FallbackValue=Tagname NA}" VerticalAlignment="Center" Name="lb"/>
                                            <Button  Width="20" Height="20" Background="#FF1D5BBA"  Margin="0" Style="{StaticResource GlassButton}" Visibility="{Binding ElementName=lb, Path=Content., Converter={StaticResource c2vConverter}}">
                                                <Image Width="15" Height="15" Source="images\refresh.png" ToolTip="Refresh Dashboard" MouseLeftButtonDown="RefreshImage_MouseLeftButtonDown" />
                                            </Button>
                                        </DockPanel>
                                    </DataTemplate>
                                </ListBox.ItemTemplate>
                            </ListBox>

Show WPF Form considering taskbar

     // Considering space for Taskbar at the bottom.
            MONITORINFO monitorInfo = new MONITORINFO();
            int MONITOR_DEFAULTTONEAREST = 0x00000001;
            System.IntPtr handle = (new WinInterop.WindowInteropHelper(this)).Handle;
            System.IntPtr monitor = MonitorFromWindow(handle, MONITOR_DEFAULTTONEAREST);
            GetMonitorInfo(monitor, monitorInfo);
            RECT rcWorkArea = monitorInfo.rcWork;
            RECT rcMonitorArea = monitorInfo.rcMonitor;

            M.Height = Math.Abs(rcWorkArea.bottom - rcWorkArea.top);// SystemParameters.MaximizedPrimaryScreenHeight - 20;
            M.Width = SystemParameters.MaximizedPrimaryScreenWidth - 15;

            M.Top = 0; M.Left = 0;

        #region Win32 API

        [DllImport("user32")]
        internal static extern bool GetMonitorInfo(IntPtr hMonitor, MONITORINFO lpmi);

        /// 

        /// 
        /// 
        [DllImport("User32")]
        internal static extern IntPtr MonitorFromWindow(IntPtr handle, int flags);

        #endregion