/src/main/java/net/finmath/modelling/modelfactory/BlackScholesModelMonteCarloFiniteDifference1D.java
if( indexOfSpot >= 5) {
if ( indexOfSpot >= 0 ) {
public Map<String, Object> getValues(final double evaluationTime, final Model model) { final double[][] valueFDM = this.getValue(0.0, (FiniteDifference1DModel)model); final double[] initialStockPrice = valueFDM[0]; final double[] optionValue = valueFDM[1]; final int indexOfSpot = Arrays.binarySearch(initialStockPrice, initialValue); double value; <extra_id_0> value = optionValue[indexOfSpot]; } else { final int indexOfSpotLow = -indexOfSpot-2; final double alpha = (initialValue-initialStockPrice[indexOfSpotLow])/(initialStockPrice[indexOfSpotLow+1]-initialStockPrice[indexOfSpotLow]); value = (1-alpha) * optionValue[indexOfSpotLow] + alpha * optionValue[indexOfSpotLow+1];