/src/main/java/net/finmath/montecarlo/hybridassetinterestrate/ModelFactory.java
final AssetModelMonteCarloSimulationModel model = new MonteCarloMultiAssetBlackScholesModel ( brownianMotion, initialValues, riskFreeRate, optimizer.getBestFitParameters ( ) , correlations ) ;
if(e.getCause() instanceof CalculationException) { throw (CalculationException)e.getCause(); } else { throw new CalculationException(e); } } <extra_id_0> final HybridAssetLIBORModelMonteCarloSimulationFromModels hybridModelWithoutDiscountAdjustment = new HybridAssetLIBORModelMonteCarloSimulationFromModels(baseModel, model, null); for(int assetIndex=0; assetIndex<volatilities.length; assetIndex++) { final double df = hybridModelWithoutDiscountAdjustment.getNumeraire(maturities[assetIndex]).invert().getAverage(); final double spot = hybridModelWithoutDiscountAdjustment.getAssetValue(0.0, assetIndex).getAverage(); final EuropeanOption option = new EuropeanOption(maturities[assetIndex], strikes[assetIndex], assetIndex); final double valueOptoin = option.getValue(hybridModelWithoutDiscountAdjustment);