This paper proposes a new style of product line engineering methods. It focuses on constructing embedded systems that take into account the contexts such as the external physical environments. In the current product line engineering, the feature analysis is mainly conducted from the viewpoint of system configurations: how hardware and software components are configured to constitute a system. In most cases, contexts are not considered explicitly. As a result, unexpected and unfavorable behavior might emerge in a system if a developer does not recognize any possible conflicting combinations between the system and contexts. To deal with this problem, this paper provides the notion of a context-dependent product line, which is composed of the system and context lines. The former is obtained by analyzing a family of systems. The latter is obtained by analyzing features of contexts associated to the systems. In the proposed method, each feature is described using VDM++. The configuration of selected system components and contexts can readily be checked with VDM++ Toolset.