protected override PathPricer <IPath> controlPathPricer()
{
HybridHestonHullWhiteProcess process = process_ as HybridHestonHullWhiteProcess;
Utils.QL_REQUIRE(process != null, () => "invalid process");
HestonProcess hestonProcess = process.hestonProcess();
Utils.QL_REQUIRE(hestonProcess != null, () =>
"first constituent of the joint stochastic process need to be of type HestonProcess");
Exercise exercise = this.arguments_.exercise;
Utils.QL_REQUIRE(exercise.type() == Exercise.Type.European, () => "only european exercise is supported");
double exerciseTime = process.time(exercise.lastDate());
return(new HestonHullWhitePathPricer(exerciseTime, this.arguments_.payoff, process));
}
