Need Help with BlackScholes program

Hey guys, i am almost complete my program, i just keep getting the same
Error 1 error C2059: syntax error : '{'
Error 2 error C2334: unexpected token(s) preceding '{'; skipping apparent function body

//My program is

Code:

#pragma endregion
	private: System::Void btncalculate_Click(System::Object^  sender, System::EventArgs^  e)  {
			 }
			 {
							//Declaring Variables
	// The cumulative normal distribution function 
                double CND;
							//Defining Variable
	 x = Convert::ToDouble(tbStrike_Price->Text);			
	double L;
	double K;
	double const a1 = 0.31938153, a2 = -0.356563782; 			double const a3 = 1.781477937;
                double const a4 = -1.821255978, a5 = 1.330274429;
	double const Pi 3.141592653589793238462643; 
	L = fabs(X);
	K = 1.0 / (1.0 + 0.2316419 * L);
	CND = 1.0 - 1.0 / sqrt(2 * Pi) * exp(-L *L / 2) * (a1 * K + a2 * K *K + a3 * pow(K,3) + a4 * pow(K,4) + a5 * pow(K,5));
	if (X < 0 )(
	CND= 1.0 - CND
	)
	return CND;
							
	//Time Difference
	// Declare two variables
							System::TimeSpan daysdiff;
                double daysdiff = this->dtpExpiration_Date->Value - this->dtpCurrent_Date->Value;;
							tbDays_To_Expiration->Text = daysdiff.ToString();
	// The Black and Scholes (1973) Stock option formula
							//Declaring Variables
	double call;
	double put;
	double S;
	double t;
	double r;
	double v;
	double d1;
	double d2;
							//Defining Variables
							
	s = Convert::ToDouble(tbStock_Price->Text);
	t = ((double daysdiff)/365);
	r = (Convert::ToDouble(tbRisk_Free_Rate->Text)/100);
	v = (Convert::ToDouble(tbVolatility->Text)/100);
	d1 = (Log(S / X) + (r + v ^ 2 / 2) * T) / (v * Sqr(T));
	d2 = d1 - v * Sqr(T);
	call = S * CND(d1) - X * Exp(-r * T) * CND(d2);
	put = X * Exp(-r * T) * CND(-d2) - S * CND(-d1);
							tbCall_Price->Text = Convert::ToString(call.ToString((".00"));
							tbPut_Price->Text = Convert::ToString(put.ToString(".00");
			 }	
							
};
}

i am using visual studios 2010

you appear to have 4 of } and 2 of {