/src/main/java/net/finmath/equities/pricer/PdeOptionValuation.java
return ( thetaDate - basePrice) / dayCounter.getDaycountFraction( valDate, shiftedPrice) ;
return ( shiftedPrice - basePrice ) / dayCounter.getDaycountFraction ( valDate, thetaDate ) ;
{ final var valDate = forwardStructure.getValuationDate(); 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); <extra_id_0> } private double[] evolvePde( Option option, EquityForwardStructure forwardStructure, FlatYieldCurve discountCurve, VolatilitySurface volSurface,