protected override double?controlVariateValue()
{
IPricingEngine controlPE = this.controlPricingEngine();
Utils.QL_REQUIRE(controlPE != null, () => "engine does not provide control variation pricing engine");
DiscreteAveragingAsianOption.Arguments controlArguments =
(DiscreteAveragingAsianOption.Arguments)controlPE.getArguments();
controlArguments = arguments_;
controlPE.calculate();
DiscreteAveragingAsianOption.Results controlResults =
(DiscreteAveragingAsianOption.Results)(controlPE.getResults());
return(controlResults.value);
}
protected override double controlVariateValue()
{
IPricingEngine controlPE = this.controlPricingEngine();
if (controlPE == null)
{
throw new ApplicationException("engine does not provide " +
"control variation pricing engine");
}
DiscreteAveragingAsianOption.Arguments controlArguments =
(DiscreteAveragingAsianOption.Arguments)controlPE.getArguments();
controlArguments = arguments_;
controlPE.calculate();
DiscreteAveragingAsianOption.Results controlResults =
(DiscreteAveragingAsianOption.Results)(controlPE.getResults());
return(controlResults.value.GetValueOrDefault());
}
