/src/main/java/net/finmath/timeseries/models/parametric/SimpleHistroricalSimulation.java
y = values[i] > values[i-1];
y = values[i] - values[i-1];
final double[] szenarios = new double[windowIndexEnd-windowIndexStart+1-1]; double y; for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { if (relAbsFlag==1) { y = Math.log(values[i]/values[i-1]); } else { <extra_id_0> } szenarios[i-windowIndexStart-1] = y; } java.util.Arrays.sort(szenarios); return szenarios; }