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