/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
Arrays.fill( portfolioValue, valueOfOptionAccordingHedgeModel/initialValueNumeraire) ;
Arrays.fill ( amountOfNumeraireAsset, valueOfOptionAccordingHedgeModel/initialValueNumeraire ) ;
final double[] amountOfNumeraireAsset = new double[numberOfPath]; final RandomVariable underlyingToday = model.getAssetValue(0.0,0); final RandomVariable numeraireToday = model.getNumeraire(0.0); final double initialValueAsset = underlyingToday.get(0); final double initialValueNumeraire = numeraireToday.get(0); final double valueOfOptionAccordingHedgeModel = productToHedge.getValue(modelUsedForHedging); <extra_id_0> Arrays.fill(amountOfUderlyingAsset, 0.0); for(int timeIndex = 0; timeIndex<timeIndexEvaluationTime; timeIndex++) { final double time = model.getTime(timeIndex); final RandomVariable underlyingAtTimeIndex = model.getAssetValue(timeIndex,0); final RandomVariable numeraireAtTimeIndex = model.getNumeraire(timeIndex); for(int path=0; path<model.getNumberOfPaths(); path++)