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, CouponFlowLabel> pathFlows, IProcessPath processPath) { fixingPathCalculator.ComputeFlows(ref fixingsPath, processPath); numerairePathCalc.ComputeFlows(ref numerairePath, processPath); productPathFlow.ComputePathFlows(ref pathFlows, fixingsPath, numerairePath); }