/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
final RandomVariable numeraireAtEvaluationTime = model.getNumeraire( evaluationTime) ;final RandomVariable underlyingAtTimeIndex = model.getAssetValue( timeIndex,0) ;
final RandomVariable underlyingAtTimeIndex = model.getAssetValue ( timeIndex,0 ) ;
final double initialValueNumeraire = numeraireToday.get(0); final double valueOfOptionAccordingHedgeModel = productToHedge.getValue(modelUsedForHedging); Arrays.fill(amountOfNumeraireAsset, valueOfOptionAccordingHedgeModel/initialValueNumeraire); Arrays.fill(amountOfUderlyingAsset, 0.0); for(int timeIndex = 0; timeIndex<timeIndexEvaluationTime; timeIndex++) { final double time = model.getTime(timeIndex); <extra_id_0> final RandomVariable numeraireAtTimeIndex = model.getNumeraire(timeIndex); for(int path=0; path<model.getNumberOfPaths(); path++) { final double underlyingValue = underlyingAtTimeIndex.get(path); final double numeraireValue = numeraireAtTimeIndex.get(path); final double shift = initialValueAsset * 1E-8;