public ProductPathFlowCalculator(IPathFlowCalculator <double[], IFixing[]> fixingPathCalculator, IPathFlowCalculator <double[], PaymentInfo[]> numerairePathCalc, IProductPathFlow productPathFlow) { this.fixingPathCalculator = fixingPathCalculator; this.numerairePathCalc = numerairePathCalc; this.productPathFlow = productPathFlow; //Buffers initialization fixingsPath = fixingPathCalculator.NewPathFlow(); numerairePath = numerairePathCalc.NewPathFlow(); }
public PathFlows <TFlow, TLabel> NewPath() { return(flowPathCalculator.NewPathFlow()); }