/src/main/java/net/finmath/equities/pricer/PdeOptionValuation.java
final var shiftedPrice = getPrice( option, forwardStructure, discountCurve, volSurface.getVolatility( volShift) ) ;
final var shiftedPrice = getPrice ( option, forwardStructure, discountCurve, volSurface.getShiftedSurface ( volShift ) ) ;
EquityForwardStructure forwardStructure, FlatYieldCurve discountCurve, VolatilitySurface volSurface, double basePrice, double volShift) { <extra_id_0> return (shiftedPrice - basePrice) / volShift; } public double getTheta( Option option, EquityForwardStructure forwardStructure, FlatYieldCurve discountCurve,