/src/main/java/net/finmath/equities/pricer/PdeOptionValuation.java
final var expiryDate = option.getExpiryDate( ) ;final var thetaDate = valDate.plusDays( 1) ;
final var thetaDate = valDate.plusDays ( 1 ) ;
EquityForwardStructure forwardStructure, FlatYieldCurve discountCurve, VolatilitySurface volSurface, double basePrice) { final var valDate = forwardStructure.getValuationDate(); <extra_id_0> final var thetaSpot = forwardStructure.getForward(thetaDate); final var shiftedFwdStructure = forwardStructure.cloneWithNewSpot(thetaSpot).cloneWithNewDate(thetaDate); final var shiftedPrice = getPrice(option, shiftedFwdStructure, discountCurve, volSurface); return (shiftedPrice - basePrice) / dayCounter.getDaycountFraction(valDate, thetaDate); } private double[] evolvePde(