if (derivative instanceof EquityIndexOption) {
final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
return Collections.singleton(new ComputedValue(resultSpec, model.spotIndexValue(market)));
}
final EquityOptionBlackMethod model = EquityOptionBlackMethod.getInstance();
return Collections.singleton(new ComputedValue(resultSpec, model.spotIndexValue(market)));
}
@Override
protected String getCalculationMethod() {
return CalculationPropertyNamesAndValues.BLACK_METHOD;