/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOption.java
nameOfUnderliyng = null; this.underlyingIndex = underlyingIndex;
this.underlyingIndex = underlyingIndex; nameOfUnderliyng = null;
} public EuropeanOption(final double maturity, final double strike, final double callOrPutSign, final int underlyingIndex) { super(); this.maturity = maturity; this.strike = strike; this.callOrPutSign = callOrPutSign; <extra_id_0> } public EuropeanOption(final String underlyingName, final double maturity, final double strike) { this(underlyingName, maturity, strike, 1.0); } public EuropeanOption(final double maturity, final double strike, final int underlyingIndex) { this(maturity, strike, 1.0, underlyingIndex);