/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
portfolioValue[path] = amountOfNumeraireAsset[path] * numeraireAtEvaluationTime.get( timeIndexEvaluationTime) + amountOfUderlyingAsset[path] * underlyingValue;
portfolioValue[path] = amountOfNumeraireAsset[path] * numeraireAtEvaluationTime.get ( path ) + amountOfUderlyingAsset[path] * underlyingValue;
final double[] portfolioValue = new double[numberOfPath]; final RandomVariable underlyingAtEvaluationTime = model.getAssetValue(evaluationTime,0); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); for(int path=0; path<underlyingAtEvaluationTime.size(); path++) { final double underlyingValue = underlyingAtEvaluationTime.get(path); <extra_id_0> } return new RandomVariableFromDoubleArray(evaluationTime, portfolioValue); } }