/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesHedgedPortfolio.java
} t
t }
this.volatility = volatility; this.hedgeOptionMaturity = hedgeOptionMaturity; this.hedgeOptionStrike = hedgeOptionStrike; this.hedgeStrategy = hedgeStrategy; } public BlackScholesHedgedPortfolio(final double maturity, final double strike, final double riskFreeRate, final double volatility) { <extra_id_0> @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { final RandomVariable underlyingToday = model.getAssetValue(0.0,0); final RandomVariable numeraireToday = model.getNumeraire(0.0); final RandomVariable valueOfOptionAccordingBlackScholes = AnalyticFormulas.blackScholesOptionValue( underlyingToday,