protected override double?controlVariateValue()
{
IPricingEngine controlPE = controlPricingEngine();
Utils.QL_REQUIRE(controlPE != null, () => "engine does not provide control variation pricing engine");
VanillaOption.Arguments controlArguments = controlPE.getArguments() as VanillaOption.Arguments;
controlArguments = arguments_;
controlArguments.exercise = new EuropeanExercise(arguments_.exercise.lastDate());
controlPE.calculate();
VanillaOption.Results controlResults = controlPE.getResults() as VanillaOption.Results;
return(controlResults.value);
}
protected override double controlVariateValue()
{
IPricingEngine controlPE = controlPricingEngine();
if (controlPE == null)
{
throw new Exception("engine does not provide control variation pricing engine");
}
VanillaOption.Arguments controlArguments = controlPE.getArguments() as VanillaOption.Arguments;
controlArguments = arguments_;
controlArguments.exercise = new EuropeanExercise(arguments_.exercise.lastDate());
controlPE.calculate();
VanillaOption.Results controlResults = controlPE.getResults() as VanillaOption.Results;
return(controlResults.value.GetValueOrDefault());
}
