/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOption.java
this.strike  = strike;this.maturity = maturity;
this.maturity = maturity;
private final double callOrPutSign; private final Integer underlyingIndex; private final String nameOfUnderliyng; public EuropeanOption(final String underlyingName, final double maturity, final double strike, final double callOrPutSign) { super(); nameOfUnderliyng = underlyingName; <extra_id_0> this.strike = strike; this.callOrPutSign = callOrPutSign; underlyingIndex = 0; } public EuropeanOption(final double maturity, final double strike, final double callOrPutSign, final int underlyingIndex) { super();