/* In case a pricing engine is not used, this method must be overridden to perform the actual
* calculations and set any needed results.
* In case a pricing engine is used, the default implementation can be used. */
protected override void performCalculations()
{
// check if date recalculation could be avoided here
if (moving_)
{
initializeOptionDatesAndTimes();
initializeSwapLengths();
optionInterpolator_.update();
}
}
public void setInterpolation <Interpolator>(Interpolator i) where Interpolator : IInterpolationFactory, new ()
{
varianceCurve_ = i.interpolate(times_, times_.Count, variances_);
varianceCurve_.update();
notifyObservers();
}