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);
}
