/src/main/java/net/finmath/modelling/modelfactory/BlackScholesModelMonteCarloFiniteDifference1D.java
final int numStandardDeviations = 5;final int numSpacesteps = 120;
final int numSpacesteps = 120;
@Override public DescribedModel<BlackScholesModelDescriptor> getModelFromDescriptor(final BlackScholesModelDescriptor modelDescriptor) { final double initialValue = modelDescriptor.getInitialValue(); final double riskFreeRate = -Math.log(modelDescriptor.getDiscountCurveForForwardRate().getDiscountFactor(1.0)); final double volatility = modelDescriptor.getVolatility(); final int numTimesteps = 35; <extra_id_0> final int numStandardDeviations = 5; final double center = initialValue; class BlackScholesFDModel extends FDMBlackScholesModel implements DescribedModel<BlackScholesModelDescriptor> { BlackScholesFDModel() { super(numTimesteps, numSpacesteps, numStandardDeviations, center, theta, initialValue, riskFreeRate, volatility); }