/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
T1.setEntry( timeLength , j , minimumStockPriceOnGrid) ;
T1.setEntry ( i, j, 0 ) ;
} else if (i == j + 1) { T1.setEntry(i, j, -1); T2.setEntry(i, j, 1); } else { D1.setEntry(i, j, 0); D2.setEntry(i, j, 0); <extra_id_0> T2.setEntry(i, j, 0); } } } final RealMatrix F1 = eye.scalarMultiply(1 - model.getRiskFreeRate() * deltaTau); final RealMatrix F2 = D1.scalarMultiply(0.5 * model.getRiskFreeRate() * deltaTau).multiply(T1);