/src/main/java/net/finmath/finitedifference/models/FDMBlackScholesModel.java
private final float volatility;
private final double volatility;
package net.finmath.finitedifference.models; import java.util.function.DoubleUnaryOperator; import net.finmath.finitedifference.solvers.FDMThetaMethod; public class FDMBlackScholesModel implements FiniteDifference1DModel { private final double initialValue; private final double riskFreeRate; <extra_id_0> private final int numTimesteps; private final int numSpacesteps; private final int numStandardDeviations; private final double center; private final double theta; public FDMBlackScholesModel(