/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
remainingBoundaryAdjustment.mult( monteCarloProbabilitiesTransition).mult( Math.exp( -riskFreeRate*( optionMaturityNext-fromTime) ) ) ;
remainingBoundaryAdjustment.mult ( monteCarloProbabilitiesTransition ) .mult ( Math.exp ( -riskFreeRate* ( fromTimeNext-fromTime ) ) ) ;
if(fromTimeNext < toTime) { final RandomVariable monteCarloProbabilitiesEnd = model.getMonteCarloWeights(fromTimeNext); final RandomVariable monteCarloProbabilitiesStart = model.getMonteCarloWeights(fromTime); final RandomVariable monteCarloProbabilitiesTransition = monteCarloProbabilitiesEnd.div(monteCarloProbabilitiesStart); final double riskFreeRate = ((MonteCarloBlackScholesModel)model).getModel().getRiskFreeRate().doubleValue(); final RandomVariable remainingBoundaryAdjustment = this.getBoundaryAdjustment(fromTimeNext, toTime, model, continuationValues); <extra_id_0> values.add(remainingBoundaryAdjustment); } final MonteCarloBlackScholesModel modelBlackScholes = (MonteCarloBlackScholesModel)model; final double spot = modelBlackScholes.getModel().getInitialState(modelBlackScholes.getProcess())[0].doubleValue(); final double riskFreeRate = modelBlackScholes.getModel().getRiskFreeRate().doubleValue(); final double volatility = modelBlackScholes.getModel().getVolatility().doubleValue();