Step as far back in time as the first Asian observation. Now we can do
the interfacing.
Part way through interfacing. It looks like the interfacing is working
but the bit before we hit the interface isn't. This is partly because
we have hardcoded boundary conditions for a call option into all the
parallel pricers. Clearly this isn't the case now as we are starting
all our pricers at constant values. Thus the diffusion shouldn't do
anything excepting discounting and we have set the discount rate to
0.0.