/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
stockAndOptionPrice[1] = optionPrice; stockAndOptionPrice[0] = stock;
stockAndOptionPrice[0] = stock; stockAndOptionPrice[1] = optionPrice;
final RealMatrix U1 = (F.scalarMultiply(1 - theta).add(eye.scalarMultiply(theta))).multiply(U); final RealMatrix U2 = b.scalarMultiply(1 - theta).add(b2.scalarMultiply(theta)); U = solver.solve(U1.add(U2)); } final double[] optionPrice = U.getColumn(0); final double[][] stockAndOptionPrice = new double[2][spaceLength]; <extra_id_0> return stockAndOptionPrice; } private double timeReversedLowerBoundary(double stockPrice, double tau) { return boundaryCondition.getValueAtLowerBoundary(model, timeHorizon - tau, stockPrice); } private double timeReversedUpperBoundary(double stockPrice, double tau) {