/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogeneousDisplacedLognomalModel.java
private RandomVariable riskFreeRate;
private final RandomVariable riskFreeRate;
import net.finmath.montecarlo.model.AbstractProcessModel; import net.finmath.montecarlo.process.MonteCarloProcess; import net.finmath.stochastic.RandomVariable; public class InhomogeneousDisplacedLognomalModel extends AbstractProcessModel { private final RandomVariableFactory randomVariableFactory; private final RandomVariable initialValue; <extra_id_0> private final RandomVariable displacement; private final RandomVariable volatility; private final boolean isUseMilsteinCorrection; public InhomogeneousDisplacedLognomalModel( final RandomVariableFactory randomVariableFactory, final RandomVariable initialValue,