/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
final double initialStockValue = underlying.get( i) ;final double[] boundaryAdjustmentValues = new double[underlying.size( ) ];
final double[] boundaryAdjustmentValues = new double[underlying.size ( ) ];
if(isBoundaryTimeDep) { boundaryLocal = spot*Math.exp(riskFreeRate*fromTimeNext + boundary * 0.25 * Math.sqrt(fromTimeNext)); } final RandomVariable underlying = model.getAssetValue(fromTime,0); final double optionMaturity = fromTimeNext-fromTime; final double optionStrike = boundaryLocal; <extra_id_0> double c = 0; double d = 0; if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_ANALYTIC) { c = AnalyticFormulas.blackScholesOptionValue(boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike); d = AnalyticFormulas.blackScholesOptionDelta(boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike); }