public ProcessPathFlowGenerator(BrownianBridge brownianBridge,
IProcessPathGenerator processPathGen,
IPathFlowCalculator <TFlow, TLabel> flowPathCalculator)
{
this.brownianBridge = brownianBridge;
this.processPathGen = processPathGen;
this.flowPathCalculator = flowPathCalculator;
dWs = ArrayUtils.CreateJaggedArray <double>(brownianBridge.Dates.Length, 1);
}
public ProductPathFlowCalculator(IPathFlowCalculator <double[], IFixing[]> fixingPathCalculator,
IPathFlowCalculator <double[], PaymentInfo[]> numerairePathCalc,
IProductPathFlow productPathFlow)
{
this.fixingPathCalculator = fixingPathCalculator;
this.numerairePathCalc = numerairePathCalc;
this.productPathFlow = productPathFlow;
//Buffers initialization
fixingsPath = fixingPathCalculator.NewPathFlow();
numerairePath = numerairePathCalc.NewPathFlow();
}
