/src/main/java/net/finmath/montecarlo/assetderivativevaluation/MonteCarloMertonModel.java
this.seed = seed; this.initialValue = initialValue;
this.initialValue = initialValue; this.seed = seed;
final double jumpIntensity, final double jumpSizeMean, final double jumpSizeStDev, final RandomVariableFactory randomVariableFactory ) { super(); <extra_id_0> final double discountRate = riskFreeRate; model = new MertonModel(initialValue, riskFreeRate, volatility, discountRate, jumpIntensity, jumpSizeMean, jumpSizeStDev, randomVariableFactory); final IndependentIncrements icrements = new MertonJumpProcess(jumpIntensity, jumpSizeMean, jumpSizeStDev,timeDiscretization,numberOfPaths, seed); process = new EulerSchemeFromProcessModel(model, icrements, Scheme.EULER_FUNCTIONAL); } public MonteCarloMertonModel(