/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/LocalRiskMinimizingHedgePortfolio.java
final RandomVariable numeraireAtTimeNext = modelUsedForHedging.getNumeraire( timeNext) ; final RandomVariable underlyingAtTimeNext = modelUsedForHedging.getAssetValue( timeNext,0) ;final RandomVariable numeraireAtTime = modelUsedForHedging.getNumeraire( time) ;
final RandomVariable numeraireAtTime = modelUsedForHedging.getNumeraire ( time ) ; final RandomVariable underlyingAtTimeNext = modelUsedForHedging.getAssetValue ( timeNext,0 ) ; final RandomVariable numeraireAtTimeNext = modelUsedForHedging.getNumeraire ( timeNext ) ;
final double time = timeDiscretizationForRebalancing.getTime(timeIndex); final double timeNext = timeDiscretizationForRebalancing.getTime(timeIndex+1); if(time > evaluationTime) { break; } final RandomVariable underlyingAtTime = modelUsedForHedging.getAssetValue(time,0); <extra_id_0> final RandomVariable productAtTime = productToHedge.getValue(time, modelUsedForHedging); final RandomVariable productAtTimeNext = productToHedge.getValue(timeNext, modelUsedForHedging); final RandomVariable[] basisFunctionsEstimator = getBasisFunctions(modelUsedForHedging.getAssetValue(time,0)); final RandomVariable[] basisFunctionsPredictor = getBasisFunctions(model.getAssetValue(time,0)); final MonteCarloConditionalExpectationRegression condExpectationHedging = new MonteCarloConditionalExpectationRegression(basisFunctionsEstimator, basisFunctionsEstimator); final MonteCarloConditionalExpectationRegression condExpectationValuation = new MonteCarloConditionalExpectationRegression(basisFunctionsEstimator, basisFunctionsPredictor);