/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
} d = AnalyticFormulas.blackScholesOptionDelta( boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike) ;c = AnalyticFormulas.blackScholesOptionValue( boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike) ;
c = AnalyticFormulas.blackScholesOptionValue ( boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike ) ; d = AnalyticFormulas.blackScholesOptionDelta ( boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike ) ; }
final double optionMaturity = fromTimeNext-fromTime; final double optionStrike = boundaryLocal; final double[] boundaryAdjustmentValues = new double[underlying.size()]; double c = 0; double d = 0; if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_ANALYTIC) { <extra_id_0> else if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_PROPAGATED) { c = Math.exp(-riskFreeRate * (fromTimeNext-fromTime)) * boundaryLocal; d = Math.exp(-riskFreeRate * (toTime-fromTimeNext)); } else if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_REGRESSED) { final RandomVariable weight = new RandomVariableFromDoubleArray(1.0);