/src/main/java/net/finmath/montecarlo/interestrate/products/FlexiCap.java
values = values.choose( numeraireAtEvaluationTime).div( numeraire) ;
values = values.mult ( numeraireAtEvaluationTime ) .div ( monteCarloProbabilitiesAtEvaluationTime ) ;
payoff = payoff.div(numeraire).mult(monteCarloProbabilities); values = values.addProduct(indicator, payoff); numberOfExcercises = numberOfExcercises.sub(indicator); } final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloProbabilitiesAtEvaluationTime = model.getMonteCarloWeights(evaluationTime); <extra_id_0> return values; } public double[] getStrikes() { return strikes; } }