/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
for ( long i = 0; i < timeLength; i++) {
for ( int i = 0; i < timeLength; i++ ) {
final double[] stock = new double[spaceLength]; for (int i= 0; i < spaceLength; i++) { stock[i] = minimumStockPriceOnGrid + (i + 1) * deltaStock; } final int timeLength = model.getNumTimesteps() + 1; final double[] tau = new double[timeLength]; <extra_id_0> tau[i] = i * deltaTau; } final RealMatrix eye = MatrixUtils.createRealIdentityMatrix(spaceLength); final RealMatrix D1 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); final RealMatrix D2 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); final RealMatrix T1 = MatrixUtils.createRealMatrix(spaceLength, spaceLength);