/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
} this.modelUsedForHedging = modelUsedForHedging;
this.modelUsedForHedging = modelUsedForHedging; }
public class FiniteDifferenceDeltaHedgedPortfolio extends AbstractAssetMonteCarloProduct { private final AbstractAssetMonteCarloProduct productToHedge; private final AssetModelMonteCarloSimulationModel modelUsedForHedging; public FiniteDifferenceDeltaHedgedPortfolio(final AbstractAssetMonteCarloProduct productToHedge, final AssetModelMonteCarloSimulationModel modelUsedForHedging) { super(); this.productToHedge = productToHedge; <extra_id_0> @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { final int timeIndexEvaluationTime = model.getTimeIndex(evaluationTime); final int numberOfPath = model.getNumberOfPaths(); final double[] amountOfUderlyingAsset = new double[numberOfPath]; final double[] amountOfNumeraireAsset = new double[numberOfPath];