//public spotStar
/// <summary>
///
/// </summary>
/// <param name="myZero"></param>
/// <param name="myDivList"></param>
private void MakeDivArray(ZeroCurve myZero, DivList myDivList)
{
double dt = Tau / Gridsteps;
if ((myDivList != null) && (myZero != null))
{
for (int idx = 0; idx < Gridsteps; idx++)
{
double temp = 0.0;
for (int kdx = 0; kdx < myDivList.Divpoints; kdx++)
{
if ((myDivList.GetT(kdx) > idx * dt) && (myDivList.GetT(kdx) < Tau))
{
temp += myDivList.GetD(kdx) * Math.Exp(-myZero.ForwardRate(idx * dt, myDivList.GetT(kdx)) *
(myDivList.GetT(kdx) - idx * dt));
}
}
SetDiv(idx, temp, dt * idx);
}
}
else //missing either div or zero, load in 0 for _div on tree
{
for (int idx = 0; idx <= Gridsteps; idx++)
{
SetDiv(idx, 0.0, dt * idx);
}
}
}
//fill grid forward rates
private void FillForwardRate(ZeroCurve myZero)
{
double dt = Tau / Gridsteps;
if (myZero != null)
{
if (FlatFlag)
{
FlatRate = myZero.LinInterp(Tau);
}
for (int idx = 0; idx < Gridsteps; idx++)
{
SetR(idx, FlatFlag ? FlatRate : myZero.ForwardRate(idx * dt, (idx + 1) * dt));
}
}
}