/// <summary>
/// 获取行权收益
/// </summary>
/// <param name="pricePath">价格路径</param>
/// <returns>行权收益</returns>
public override Cashflow[] GetPayoff(Dictionary <Date, double> pricePath)
{
var prices = new Dictionary <Date, double>(pricePath);
//merges fixings and monte carlo path
foreach (var key in Fixings.Keys)
{
prices[key] = Fixings[key];
}
var avgPrice = ObservationDates.Average(x => prices[x]);
return(GetPayoff(new[] { avgPrice, pricePath[ExerciseDates[0]] }));
}