/// <summary> /// Prepare for valuation anything that is dependent upon the scenario. /// </summary> public override void PreValue(PriceFactorList factors) { base.PreValue(factors); CommodityFutureOption deal = (CommodityFutureOption)Deal; deal.GetCommodityDealHelper().PreValueAsset(out fCommodityPrice, out fCommodityPriceVol, factors); }
/// <summary> /// Register price factors. /// </summary> public override void RegisterFactors(PriceFactorList factors, ErrorList errors) { base.RegisterFactors(factors, errors); CommodityFutureOption deal = (CommodityFutureOption)Deal; deal.GetCommodityDealHelper().RegisterFactors(factors, errors); }