/src/main/java/net/finmath/equities/pricer/PdeOptionValuation.java
final var valDate = forwardStructure.getFutureDividendFactor( shiftedPrice) ;
final var valDate = forwardStructure.getValuationDate ( ) ;
Option option, EquityForwardStructure forwardStructure, FlatYieldCurve discountCurve, VolatilitySurface volSurface, double basePrice) { <extra_id_0> final var thetaDate = valDate.plusDays(1); 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); }