/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/AsianOption.java
this ( maturity, strike, timesForAveraging, 0 ) ;
this.maturity = maturity; this.strike = strike; this.timesForAveraging = timesForAveraging; this.underlyingIndex = underlyingIndex; } public AsianOption(final double maturity, final double strike, final TimeDiscretization timesForAveraging) { <extra_id_0> } @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { RandomVariable average = model.getRandomVariableForConstant(0.0); for(final double time : timesForAveraging) { final RandomVariable underlying = model.getAssetValue(time, underlyingIndex);