static void Main(string[] args) { //DirectoryInfo directoryinfo = new DirectoryInfo(); GetTree getTree = new GetTree(); getTree.GettingTree(); }
/*! \param maxTimeSteps is used to limit timeSteps when using Boyle-Lau * optimization. If zero (the default) the maximum number of * steps is calculated by an heuristic: anything when < 1000, * otherwise no more than 5*timeSteps. * If maxTimeSteps is equal to timeSteps Boyle-Lau is disabled. * Likewise if the lattice is not CoxRossRubinstein Boyle-Lau is * disabled and maxTimeSteps ignored. */ public BinomialBarrierEngine(GetTree getTree, GetAsset getAsset, GeneralizedBlackScholesProcess process, int timeSteps, int maxTimeSteps = 0) { process_ = process; timeSteps_ = timeSteps; maxTimeSteps_ = maxTimeSteps; getTree_ = getTree; getAsset_ = getAsset; Utils.QL_REQUIRE(timeSteps > 0, () => "timeSteps must be positive, " + timeSteps + " not allowed"); Utils.QL_REQUIRE(maxTimeSteps == 0 || maxTimeSteps >= timeSteps, () => "maxTimeSteps must be zero or greater than or equal to timeSteps, " + maxTimeSteps + " not allowed"); if (maxTimeSteps_ == 0) { maxTimeSteps_ = Math.Max(1000, timeSteps_ * 5); } process_.registerWith(update); }