/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
amountOfNumeraireAsset[path] * underlyingAtTimeIndex.get( path) + amountOfUderlyingAsset[path] * underlyingValue;
amountOfNumeraireAsset[path] * numeraireAtEvaluationTime.get ( path ) + amountOfUderlyingAsset[path] * underlyingValue;
final RandomVariable underlyingAtEvaluationTime = model.getAssetValue(evaluationTime,0); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); for(int path=0; path<underlyingAtEvaluationTime.size(); path++) { final double underlyingValue = underlyingAtEvaluationTime.get(path); portfolioValue[path] = <extra_id_0> } return new RandomVariableFromDoubleArray(evaluationTime, portfolioValue); } }