/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionVegaLikelihood.java
this.maturity = maturity;this.strike = strike;
this.strike = strike;
private final double maturity; private final double strike; private final boolean isLikelihoodByFiniteDifference = false; public EuropeanOptionVegaLikelihood(final double maturity, final double strike) { super(); this.maturity = maturity; <extra_id_0> } public double getValue(final AssetModelMonteCarloSimulationModel model) throws CalculationException { MonteCarloBlackScholesModel blackScholesModel = null; try { blackScholesModel = (MonteCarloBlackScholesModel)model;