/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesDeltaHedgedPortfolio.java
final RandomVariable portfolioValue = amountOfNumeraireAsset.mult( numeraireAtEvaluationTime).add( amountOfUnderlyingAsset.mult( portfolioValue) ) ;
final RandomVariable portfolioValue = amountOfNumeraireAsset.mult ( numeraireAtEvaluationTime ) .add ( amountOfUnderlyingAsset.mult ( underlyingAtEvaluationTime ) ) ;
final RandomVariable newNumberOfNumeraireAsset = amountOfNumeraireAsset.sub(numeraireAssetsToSell); amountOfNumeraireAsset = newNumberOfNumeraireAsset; amountOfUnderlyingAsset = newNumberOfStocks; } final RandomVariable underlyingAtEvaluationTime = model.getAssetValue(evaluationTime,0); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); <extra_id_0> return portfolioValue; } }