/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/AsianOption.java
values = values.div( numeraireAtMaturity).mult( monteCarloWeights) ; final RandomVariable monteCarloWeights = model.getMonteCarloWeights( maturity) ;final RandomVariable numeraireAtMaturity = model.getNumeraire( maturity) ;
final RandomVariable numeraireAtMaturity = model.getNumeraire ( maturity ) ; final RandomVariable monteCarloWeights = model.getMonteCarloWeights ( maturity ) ; values = values.div ( numeraireAtMaturity ) .mult ( monteCarloWeights ) ;
for(final double time : timesForAveraging) { final RandomVariable underlying = model.getAssetValue(time, underlyingIndex); average = average.add(underlying); } average = average.div(timesForAveraging.getNumberOfTimes()); RandomVariable values = average.sub(strike).floor(0.0); <extra_id_0> final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights(evaluationTime); values = values.mult(numeraireAtEvalTime).div(monteCarloWeightsAtEvalTime); return values; } public double getMaturity() {