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 maxPrice = ObservationDates.Max(x => prices[x]);
var minPrice = ObservationDates.Min(x => prices[x]);
return(GetPayoff(new[] { minPrice, maxPrice, pricePath[ExerciseDates[0]] }));
}
