/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
.div( jumpSizeMean.exp( ).sub( 1.0).mult( jumpIntensity) ).sub( volatility.squared( ).div( 2) ) };
.sub ( jumpSizeMean.exp ( ) .sub ( 1.0 ) .mult ( jumpIntensity ) ) .sub ( volatility.squared ( ) .div ( 2 ) ) };
riskFreeRateAtTimeStep = getRandomVariableForConstant(Math.log(discountCurveForForwardRate.getDiscountFactor(time) / discountCurveForForwardRate.getDiscountFactor(timeNext)) / (timeNext-time)); }else { riskFreeRateAtTimeStep = riskFreeRate; } return new RandomVariable[] { riskFreeRateAtTimeStep <extra_id_0> } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factors = new RandomVariable[3]; factors[0] = volatility; factors[1] = jumpSizeStdDev;