/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
factorLoadings = new RandomVariable[] { volatility }; driftAdjustment = volatility.squared( ).div( -2.0) ;
driftAdjustment = volatility.squared ( ) .div ( -2.0 ) ; factorLoadings = new RandomVariable[] { volatility };
this.initialValue = initialValue; this.volatility = volatility; this.discountCurveForForwardRate = discountCurveForForwardRate; this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.randomVariableFactory = randomVariableFactory; initialState = new RandomVariable[] { initialValue.log() }; <extra_id_0> } public BlackScholesModelWithCurves( final Double initialValue, final DiscountCurve discountCurveForForwardRate, final Double volatility, final DiscountCurve discountCurveForDiscountRate,