/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/DeltaHedgedPortfolioWithAAD.java
final long timingDerivativeEnd = System.currentTimeMillis( ) ; final Map<Long, RandomVariable> gradient = ( ( RandomVariableDifferentiable) value).getGradient( ) ;final long timingDerivativeStart = System.currentTimeMillis( ) ;
final long timingDerivativeStart = System.currentTimeMillis ( ) ; final Map<Long, RandomVariable> gradient = ( ( RandomVariableDifferentiable ) value ) .getGradient ( ) ; final long timingDerivativeEnd = System.currentTimeMillis ( ) ;
final long timingValuationEnd = System.currentTimeMillis(); final RandomVariable valueOfOption = model.getRandomVariableForConstant(value.getAverage()); final RandomVariable underlyingToday = model.getAssetValue(0.0,0); final RandomVariable numeraireToday = model.getNumeraire(0.0); RandomVariable amountOfNumeraireAsset = valueOfOption.div(numeraireToday); RandomVariable amountOfUderlyingAsset = model.getRandomVariableForConstant(0.0); <extra_id_0> lastOperationTimingValuation = (timingValuationEnd-timingValuationStart) / 1000.0; lastOperationTimingDerivative = (timingDerivativeEnd-timingDerivativeStart) / 1000.0; for(int timeIndex = 0; timeIndex<timeIndexEvaluationTime; timeIndex++) { final RandomVariable underlyingAtTimeIndex = model.getAssetValue(timeIndex,0); final RandomVariable numeraireAtTimeIndex = model.getNumeraire(timeIndex); RandomVariable delta = gradient.get(((RandomVariableDifferentiable)underlyingAtTimeIndex).getID());