/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
c = AnalyticFormulas.blackScholesOptionValue( boundaryLocal, riskFreeRate, maturity, toTime-fromTimeNext, strike) ;
c = AnalyticFormulas.blackScholesOptionValue ( boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike ) ;
final double optionMaturity = fromTimeNext-fromTime; final double optionStrike = boundaryLocal; final double[] boundaryAdjustmentValues = new double[underlying.size()]; double c = 0; double d = 0; if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_ANALYTIC) { <extra_id_0> d = AnalyticFormulas.blackScholesOptionDelta(boundaryLocal, riskFreeRate, volatility, toTime-fromTimeNext, strike); } else if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_PROPAGATED) { c = Math.exp(-riskFreeRate * (fromTimeNext-fromTime)) * boundaryLocal; d = Math.exp(-riskFreeRate * (toTime-fromTimeNext)); }