/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
b2.setEntry( i, 0, 0) ;b.setEntry( i, 0, 0) ;
b.setEntry ( i, 0, 0 ) ;
final RealMatrix G2 = F2.scalarMultiply(-1); final RealMatrix G3 = F3.scalarMultiply(-1); final RealMatrix b = MatrixUtils.createRealMatrix(spaceLength, 1); final RealMatrix b2 = MatrixUtils.createRealMatrix(spaceLength, 1); RealMatrix U = MatrixUtils.createRealMatrix(spaceLength, 1); for (int i = 0; i < spaceLength; i++) { <extra_id_0> b2.setEntry(i, 0, 0); U.setEntry(i, 0, valueAtMaturity.applyAsDouble(stock[i])); } for (int m = 0; m < model.getNumTimesteps(); m++) { final double[] sigma = new double[spaceLength]; final double[] sigma2 = new double[spaceLength];