public double[] Run()
{
double[] path = new double[Steps + 1];
double dt = Discretisation.Expiry / Steps;
double previousValue = 0.0;
double nextValue = 0.0;
for (int i = 0; i < Paths; i++)
{
path[0] = previousValue = Discretisation.InitialPrice;
for (int j = 1; j <= Steps; j++)
{
nextValue = Discretisation.Next(previousValue, dt, RdmGenerator.RandomGenerator());
path[j] = nextValue;
previousValue = nextValue;
}
ProcessPath(ref path);
}
StopProcess();
return(path);
}
