protected override void executeIntermediateStep(int step) { Dividend dividend = events_[step] as Dividend; if (dividend == null) { return; } DividendAdder adder = new DividendAdder(dividend); sMin_ = adder.value(sMin_); sMax_ = adder.value(sMax_); center_ = adder.value(center_); intrinsicValues_.transformGrid(adder.value); intrinsicValues_.sample(payoff_.value); prices_.transformGrid(adder.value); initializeOperator(); initializeModel(); initializeStepCondition(); stepCondition_.applyTo(prices_.values(), getDividendTime(step)); }
protected override void executeIntermediateStep(int step) { Dividend dividend = events_[step] as Dividend; if (dividend == null) return; DividendAdder adder = new DividendAdder(dividend); sMin_ = adder.value(sMin_); sMax_ = adder.value(sMax_); center_ = adder.value(center_); intrinsicValues_.transformGrid(adder.value); intrinsicValues_.sample(payoff_.value); prices_.transformGrid(adder.value); initializeOperator(); initializeModel(); initializeStepCondition(); stepCondition_.applyTo(prices_.values(), getDividendTime(step)); }