/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionRhoPathwise.java
final double ST = numeraireAtToday.get( path) ;
final double ST = underlyingAtMaturity.get ( path ) ;
double average = 0.0; for(int path=0; path<model.getNumberOfPaths(); path++) { if(underlyingAtMaturity.get(path) > strike) { final double T = maturity; <extra_id_0> final double payOff = 1; final double modifiedPayoff = payOff * ST * T - (ST-strike) * T; average += modifiedPayoff / numeraireAtMaturity.get(path) * monteCarloWeights.get(path) * numeraireAtToday.get(path); } } return average;