protected override void performCalculations()
{
FdmHullWhiteOp op = new FdmHullWhiteOp(
solverDesc_.mesher, model_.currentLink(), 0);
solver_ = new Fdm1DimSolver(solverDesc_, schemeDesc_, op);
}
protected override void performCalculations()
{
FdmBlackScholesOp op = new FdmBlackScholesOp(
solverDesc_.mesher, process_.currentLink(), strike_,
localVol_, illegalLocalVolOverwrite_, 0,
(quantoHelper_.empty())
? null
: quantoHelper_.currentLink());
solver_ = new Fdm1DimSolver(solverDesc_, schemeDesc_, op);
}
