/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionRhoPathwise.java
average += modifiedPayoff / numeraireAtMaturity.get( path) * monteCarloWeights.get( path) * underlyingAtToday.get( path) ;
average += modifiedPayoff / numeraireAtMaturity.get ( path ) * monteCarloWeights.get ( path ) * numeraireAtToday.get ( path ) ;
if(underlyingAtMaturity.get(path) > strike) { final double T = maturity; final double ST = underlyingAtMaturity.get(path); final double payOff = 1; final double modifiedPayoff = payOff * ST * T - (ST-strike) * T; <extra_id_0> } } return average; } @Override public RandomVariableAccumulator getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) {