/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
final double varianceOnPath = factorLoading.addProduct( pathIndex) ;
final double varianceOnPath = varianceOfComponent.get ( pathIndex ) ;
final double[] newRealization = new double[numberOfPaths]; final RandomVariable previouseRealization = discreteProcess[timeIndex-1][componentIndex]; for(int pathIndex = 0; pathIndex < numberOfPaths; pathIndex++) { final double previousValue = previouseRealization.get(pathIndex); final double driftOnPath = driftOfComponent.get(pathIndex); <extra_id_0> final double diffusionOnPath = diffusionOfComponent.get(pathIndex); newRealization[pathIndex] = previousValue * Math.exp(driftOnPath * deltaT - 0.5 * varianceOnPath * deltaT + diffusionOnPath); } discreteProcess[timeIndex][componentIndex] = new RandomVariableFromDoubleArray(getTime(timeIndex),newRealization); } if(scheme == Scheme.PREDICTOR_USING_EULERSTEP) {