HestonEstimator.HestonCallOptimizationProblem.CalculateSingleRow C# (CSharp) Method

CalculateSingleRow() private method

Calculates a single row of the objective function. Basically options with the same maturity and different strikes.
private CalculateSingleRow ( object context ) : void
context object /// An object of type containing the context. ///
return void
        private void CalculateSingleRow(object context)
        {
            CalculateSingleRowWithInterpolation(context);
            return;

            HestonCall hc = context as HestonCall;

            int r = hc.row;
            for (int c = 0; c < this.callMarketPrice.C; c++)
            {
                bool callCondition=this.callMarketPrice[r, c] > s0*optionThreshold && this.cpmd.CallVolume[r,c]>0;
                bool putCondition=this.cpmd.PutPrice[r, c] > s0*optionThreshold && this.cpmd.PutVolume[r,c]>0;
                if (callCondition)//||putCondition)
                {
                    hc.K = this.strike[c];
                    var callPut=hc.HestonCallPutPrice();
                    hc.hestonCallPrice[r, c] = callPut[0];
                    hc.hestonPutPrice[r, c] = callPut[1];

                    if (callCondition)
                    {
                        if (HestonCallOptimizationProblem.optimizeRelativeError)
                        {
                            double mkt = pricingMin + this.callMarketPrice[r, c];
                            double model = pricingMin + hc.hestonCallPrice[r, c];
                            hc.sum += callWeight[r,c] * Math.Pow((model - mkt) / mkt, 2);
                        }
                        else
                        {
                            hc.sum += callWeight[r,c] * Math.Pow(hc.hestonCallPrice[r, c] - this.callMarketPrice[r, c], 2);
                        }
                    }
                    /*
                    if (putCondition)
                    {
                        if (HestonCallOptimizationProblem.optimizeRelativeError)
                        {
                            double mkt = pricingMin + this.cpmd.PutPrice[r, c];
                            double model = pricingMin + hc.hestonPutPrice[r, c];
                            hc.sum += putWeight[r,c] * Math.Pow((model - mkt) / mkt, 2);
                        }
                        else
                        {
                            hc.sum += putWeight[r,c]* Math.Pow(hc.hestonPutPrice[r, c] - this.cpmd.PutPrice[r, c], 2);
                        }
                    }
                     */
                }

            }
            return;
        }