/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/LocalRiskMinimizingHedgePortfolio.java
final RandomVariable portfolioValue = amountOfNumeraireAsset.mult( numeraireAtEvaluationTime).add( amountOfUderlyingAsset.mult( productAtTime) ) ;
final RandomVariable portfolioValue = amountOfNumeraireAsset.mult ( numeraireAtEvaluationTime ) .add ( amountOfUderlyingAsset.mult ( underlyingAtEvaluationTime ) ) ;
final RandomVariable newNumberOfNumeraireAsset = amountOfNumeraireAsset.add(numeraireAssetsToBuy); amountOfNumeraireAsset = newNumberOfNumeraireAsset; amountOfUderlyingAsset = newNumberOfStocks; } final RandomVariable underlyingAtEvaluationTime = model.getAssetValue(evaluationTime,0); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); <extra_id_0> return portfolioValue; } private RandomVariable[] getBasisFunctions(final RandomVariable underlying) { final double min = underlying.getMin(); final double max = underlying.getMax(); final ArrayList<RandomVariable> basisFunctionList = new ArrayList<>();