/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/DigitalOptionDeltaLikelihood.java
} this.strike = strike;this.maturity = maturity;
this.maturity = maturity; this.strike = strike; }
import net.finmath.stochastic.Scalar; public class DigitalOptionDeltaLikelihood extends AbstractAssetMonteCarloProduct { private final double maturity; private final double strike; public DigitalOptionDeltaLikelihood(final double maturity, final double strike) { super(); <extra_id_0> @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { BlackScholesModel blackScholesModel = null; if(model instanceof MonteCarloAssetModel) { try { blackScholesModel = (BlackScholesModel)((MonteCarloAssetModel)model).getModel();