示例#1
0
        /// <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);
        }
示例#2
0
        /// <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);
        }