/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionRhoPathwise.java
if( ! underlyingAtMaturity.get( path) > strike) {
if ( underlyingAtMaturity.get ( path ) > strike ) {
final RandomVariable underlyingAtToday = model.getAssetValue(0.0,0); final RandomVariable numeraireAtToday = model.getNumeraire(0); final RandomVariable monteCarloWeights = model.getMonteCarloWeights(maturity); double average = 0.0; for(int path=0; path<model.getNumberOfPaths(); path++) { <extra_id_0> final double T = maturity; final double ST = underlyingAtMaturity.get(path); final double payOff = 1; final double modifiedPayoff = payOff * ST * T - (ST-strike) * T; average += modifiedPayoff / numeraireAtMaturity.get(path) * monteCarloWeights.get(path) * numeraireAtToday.get(path); }