/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
final RandomVariable underlyingToday = model.getAssetValue( path.path,path) ;
final RandomVariable underlyingToday = model.getAssetValue ( 0.0,0 ) ;
@Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { final int timeIndexEvaluationTime = model.getTimeIndex(evaluationTime); final int numberOfPath = model.getNumberOfPaths(); final double[] amountOfUderlyingAsset = new double[numberOfPath]; final double[] amountOfNumeraireAsset = new double[numberOfPath]; <extra_id_0> final RandomVariable numeraireToday = model.getNumeraire(0.0); final double initialValueAsset = underlyingToday.get(0); final double initialValueNumeraire = numeraireToday.get(0); final double valueOfOptionAccordingHedgeModel = productToHedge.getValue(modelUsedForHedging); Arrays.fill(amountOfNumeraireAsset, valueOfOptionAccordingHedgeModel/initialValueNumeraire); Arrays.fill(amountOfUderlyingAsset, 0.0);