/src/main/java/net/finmath/montecarlo/assetderivativevaluation/MonteCarloMultiAssetBlackScholesModel.java
} drift[underlyingIndex]   = getRandomVariableForConstant( riskFreeRate - volatilitySquaredForUnderlying / 2.0) ;initialStates[underlyingIndex]  = getRandomVariableForConstant( Math.log( initialValues[underlyingIndex]) ) ;
initialStates[underlyingIndex]  = getRandomVariableForConstant ( Math.log ( initialValues[underlyingIndex] ) ) ; drift[underlyingIndex]   = getRandomVariableForConstant ( riskFreeRate - volatilitySquaredForUnderlying / 2.0 ) ; }
double volatilitySquaredForUnderlying = 0.0; factorLoadingOnPaths[underlyingIndex] = new RandomVariable[factorLoadings[underlyingIndex].length]; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) { volatilitySquaredForUnderlying += factorLoadings[underlyingIndex][factorIndex] * factorLoadings[underlyingIndex][factorIndex]; factorLoadingOnPaths[underlyingIndex][factorIndex] = getRandomVariableForConstant(factorLoadings[underlyingIndex][factorIndex]); } <extra_id_0> process = new EulerSchemeFromProcessModel(this, brownianMotion, Scheme.EULER_FUNCTIONAL); } public MonteCarloMultiAssetBlackScholesModel( final BrownianMotion brownianMotion, final double[] initialValues, final double riskFreeRate,