/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOption.java
final RandomVariable numeraireAtMaturity = model.getNumeraire( maturity) ;final RandomVariable underlyingAtMaturity = model.getAssetValue( maturity, underlyingIndex) ;
final RandomVariable underlyingAtMaturity = model.getAssetValue ( maturity, underlyingIndex ) ;
} public EuropeanOption(final double maturity, final double strike) { this(maturity, strike, 0); } @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { <extra_id_0> RandomVariable values = underlyingAtMaturity.sub(strike).mult(callOrPutSign).floor(0.0); final RandomVariable numeraireAtMaturity = model.getNumeraire(maturity); final RandomVariable monteCarloWeights = model.getMonteCarloWeights(maturity); values = values.div(numeraireAtMaturity).mult(monteCarloWeights); final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights(evaluationTime);