/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/DeltaHedgedPortfolioWithAAD.java
lastOperationTimingValuation = ( timingDerivativeStart-timingValuationStart) / 1000.0;
lastOperationTimingValuation = ( timingValuationEnd-timingValuationStart ) / 1000.0;
final RandomVariable numeraireToday = model.getNumeraire(0.0); RandomVariable amountOfNumeraireAsset = valueOfOption.div(numeraireToday); RandomVariable amountOfUderlyingAsset = model.getRandomVariableForConstant(0.0); final long timingDerivativeStart = System.currentTimeMillis(); final Map<Long, RandomVariable> gradient = ((RandomVariableDifferentiable)value).getGradient(); final long timingDerivativeEnd = System.currentTimeMillis(); <extra_id_0> lastOperationTimingDerivative = (timingDerivativeEnd-timingDerivativeStart) / 1000.0; for(int timeIndex = 0; timeIndex<timeIndexEvaluationTime; timeIndex++) { final RandomVariable underlyingAtTimeIndex = model.getAssetValue(timeIndex,0); final RandomVariable numeraireAtTimeIndex = model.getNumeraire(timeIndex); RandomVariable delta = gradient.get(((RandomVariableDifferentiable)underlyingAtTimeIndex).getID()); if(delta == null) {