/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
this.productToHedge = null;
this.productToHedge = productToHedge;
import net.finmath.stochastic.RandomVariable; public class FiniteDifferenceDeltaHedgedPortfolio extends AbstractAssetMonteCarloProduct { private final AbstractAssetMonteCarloProduct productToHedge; private final AssetModelMonteCarloSimulationModel modelUsedForHedging; public FiniteDifferenceDeltaHedgedPortfolio(final AbstractAssetMonteCarloProduct productToHedge, final AssetModelMonteCarloSimulationModel modelUsedForHedging) { super(); <extra_id_0> this.modelUsedForHedging = modelUsedForHedging; } @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { final int timeIndexEvaluationTime = model.getTimeIndex(evaluationTime); final int numberOfPath = model.getNumberOfPaths();