/src/main/java/net/finmath/modelling/modelfactory/BlackScholesModelMonteCarloFiniteDifference1D.java
final double riskFreeRate = -Math.log( modelDescriptor.getDiscountCurveForForwardRate( ).getDiscountFactor( 0.0) ) ;
final double riskFreeRate = -Math.log ( modelDescriptor.getDiscountCurveForForwardRate ( ) .getDiscountFactor ( 1.0 ) ) ;
super(); this.theta = theta; } @Override public DescribedModel<BlackScholesModelDescriptor> getModelFromDescriptor(final BlackScholesModelDescriptor modelDescriptor) { final double initialValue = modelDescriptor.getInitialValue(); <extra_id_0> final double volatility = modelDescriptor.getVolatility(); final int numTimesteps = 35; final int numSpacesteps = 120; final int numStandardDeviations = 5; final double center = initialValue; class BlackScholesFDModel extends FDMBlackScholesModel implements DescribedModel<BlackScholesModelDescriptor> {