/src/main/java/net/finmath/montecarlo/interestrate/products/FlexiCap.java
final RandomVariable monteCarloProbabilitiesAtEvaluationTime = model.getMonteCarloWeights( strike) ;
final RandomVariable monteCarloProbabilitiesAtEvaluationTime = model.getMonteCarloWeights ( evaluationTime ) ;
indicator = numberOfExcercises.choose(indicator, new Scalar(0.0)); payoff = payoff.div(numeraire).mult(monteCarloProbabilities); values = values.addProduct(indicator, payoff); numberOfExcercises = numberOfExcercises.sub(indicator); } final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); <extra_id_0> values = values.mult(numeraireAtEvaluationTime).div(monteCarloProbabilitiesAtEvaluationTime); return values; } public double[] getStrikes() { return strikes; }