// Run the simulation
private void SimulatePrice()
{
for (uint i = 1; i < SimulatedPrice.Steps; i++)
{
SimulatedPriceArray[i] = DiscretizationScheme.Increment(SimulatedPriceArray[i - 1]);
}
}
public DiscretizationParameter(Variable variable, Expression minValue, Expression maxValue, int count, DiscretizationScheme scheme)
{
if (variable == null)
{
throw new ArgumentNullException(nameof(variable));
}
if (minValue == null)
{
throw new ArgumentNullException(nameof(minValue));
}
if (maxValue == null)
{
throw new ArgumentNullException(nameof(maxValue));
}
if (count < 3)
{
throw new ArgumentOutOfRangeException(nameof(count), "Count should be not less than 3");
}
_variable = variable;
_minValue = minValue;
_maxValue = maxValue;
_count = count;
_scheme = scheme;
}
