/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionRhoLikelihood.java
final double modifiedPayoff = payOff * ( lr-T) ; final double payOff  = ( underlyingAtMaturity.get( path) - strike) ;
final double payOff  = ( underlyingAtMaturity.get ( path ) - strike ) ; final double modifiedPayoff = payOff * ( lr-T ) ;
lr = (logPhi2 - logPhi1) / h; } else { final double dxdr = -1.0 / (sigma * Math.sqrt(T)); lr = - x * dxdr; } <extra_id_0> average += modifiedPayoff / numeraireAtMaturity.get(path) * monteCarloWeights.get(path) * numeraireAtToday.get(path); } } return average; } @Override