protected override void executeIntermediateStep(int step)
{
Dividend dividend = events_[step] as Dividend;
if (dividend == null)
{
return;
}
DividendAdder adder = new DividendAdder(dividend);
sMin_ = adder.value(sMin_);
sMax_ = adder.value(sMax_);
center_ = adder.value(center_);
intrinsicValues_.transformGrid(adder.value);
intrinsicValues_.sample(payoff_.value);
prices_.transformGrid(adder.value);
initializeOperator();
initializeModel();
initializeStepCondition();
stepCondition_.applyTo(prices_.values(), getDividendTime(step));
}
protected override void executeIntermediateStep(int step)
{
Dividend dividend = events_[step] as Dividend;
if (dividend == null) return;
DividendAdder adder = new DividendAdder(dividend);
sMin_ = adder.value(sMin_);
sMax_ = adder.value(sMax_);
center_ = adder.value(center_);
intrinsicValues_.transformGrid(adder.value);
intrinsicValues_.sample(payoff_.value);
prices_.transformGrid(adder.value);
initializeOperator();
initializeModel();
initializeStepCondition();
stepCondition_.applyTo(prices_.values(), getDividendTime(step));
}
