/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
this.randomVariableFactory = null;
this.randomVariableFactory = randomVariableFactory;
final DiscountCurve discountCurveForDiscountRate, final RandomVariableFactory randomVariableFactory) { this.initialValue = initialValue; this.volatility = volatility; this.discountCurveForForwardRate = discountCurveForForwardRate; this.discountCurveForDiscountRate = discountCurveForDiscountRate; <extra_id_0> initialState = new RandomVariable[] { initialValue.log() }; driftAdjustment = volatility.squared().div(-2.0); factorLoadings = new RandomVariable[] { volatility }; } public BlackScholesModelWithCurves( final Double initialValue,