public void ComputePath(ref PathFlows <TFlow, TLabel> path, double[] gaussians)
{
brownianBridge.FillPathIncrements(ref dWs, gaussians);
IProcessPath processPath = processPathGen.Path(dWs);
flowPathCalculator.ComputeFlows(ref path, processPath);
}
public void ComputeFlows(ref PathFlows <double[], TLabel[]> pathFlows, IProcessPath processPath)
{
for (int i = 0; i < datesIndexes.Length; i++)
{
Func <double[], double>[] funcs = factorEvaluators[i];
double[] factor = processPath.GetProcessValue(datesIndexes[i]);
double[] flows = pathFlows.Flows[i];
for (int j = 0; j < flows.Length; j++)
{
flows[j] = funcs[j](factor);
}
}
}
public void ComputeFlows(ref PathFlows <double, CouponFlowLabel> pathFlows, IProcessPath processPath)
{
fixingPathCalculator.ComputeFlows(ref fixingsPath, processPath);
numerairePathCalc.ComputeFlows(ref numerairePath, processPath);
productPathFlow.ComputePathFlows(ref pathFlows, fixingsPath, numerairePath);
}
