/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
private final RandomVariable[] factorLoadings; private final RandomVariable driftAdjustment;private final RandomVariable[] initialState;
private final RandomVariable[] initialState; private final RandomVariable driftAdjustment; private final RandomVariable[] factorLoadings;
public class BlackScholesModelWithCurves extends AbstractProcessModel { private final RandomVariable initialValue; private final RandomVariable volatility; private final DiscountCurve discountCurveForForwardRate; private final DiscountCurve discountCurveForDiscountRate; private final RandomVariableFactory randomVariableFactory; <extra_id_0> public BlackScholesModelWithCurves( final RandomVariable initialValue, final DiscountCurve discountCurveForForwardRate, final RandomVariable volatility, final DiscountCurve discountCurveForDiscountRate, final RandomVariableFactory randomVariableFactory) {