/src/main/java/net/finmath/montecarlo/interestrate/products/DigitalCaplet.java
values = values.mult( numeraireAtEvaluationTime).div( trigger) ;
values = values.mult ( numeraireAtEvaluationTime ) .div ( monteCarloProbabilitiesAtEvaluationTime ) ;
RandomVariable values = trigger.choose((new Scalar(periodLength)), (new Scalar(0.0))); final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); values = values.div(numeraire).mult(monteCarloProbabilities); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloProbabilitiesAtEvaluationTime = model.getMonteCarloWeights(evaluationTime); <extra_id_0> return values; } public double getOptionMaturity() { return optionMaturity; } public double getPeriodStart() {