throw new OpenGammaRuntimeException("PDE grid was null");
}
final PDEFullResults1D pdeGrid = (PDEFullResults1D) pdeGridObject;
final double[] gridTimes = pdeGrid.getGrid().getTimeNodes();
final double[] gridMoneyness = pdeGrid.getGrid().getSpaceNodes();
final CurrencyPairs currencyPairs = OpenGammaExecutionContext.getCurrencyPairsSource(executionContext).getCurrencyPairs(CurrencyPairs.DEFAULT_CURRENCY_PAIRS);
final CurrencyPair currencyPair = currencyPairs.getCurrencyPair(fxOption.getPutCurrency(), fxOption.getCallCurrency());
//TODO interpolate
///////////////////////////////
final double tau = getExpiry(fxOption, now);
final UnorderedCurrencyPair currencies = UnorderedCurrencyPair.of(fxOption.getCallCurrency(), fxOption.getPutCurrency());
final ValueRequirement forwardCurveRequirement = getForwardCurveRequirement(forwardCurveCalculationMethod, forwardCurveName, currencies);