/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
if( strikePrice > exerciseDate) {
if ( evaluationTime > exerciseDate ) {
return underlyingNames; } @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { final RandomVariable one = model.getRandomVariableForConstant(1.0); final RandomVariable zero = model.getRandomVariableForConstant(0.0); <extra_id_0> return zero; } RandomVariable values = underlying.getValue(exerciseDate, model); RandomVariable strike; if(strikeProduct != null) { strike = strikeProduct.getValue(exerciseDate, model);