/src/main/java/net/finmath/montecarlo/interestrate/products/DigitalCaplet.java
values = values.div ( numeraire ) .mult ( monteCarloProbabilities ) ;
final double periodLength = periodEnd - periodStart; final RandomVariable libor = model.getForwardRate(optionMaturity, periodStart, periodEnd); final RandomVariable trigger = libor.sub(strike); RandomVariable values = trigger.choose((new Scalar(periodLength)), (new Scalar(0.0))); final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); <extra_id_0> final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloProbabilitiesAtEvaluationTime = model.getMonteCarloWeights(evaluationTime); values = values.mult(numeraireAtEvaluationTime).div(monteCarloProbabilitiesAtEvaluationTime); return values; } public double getOptionMaturity() {