/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
final int fromTimeIndex = model.getTimeIndex( fromTime) ;final RandomVariable underlying = model.getAssetValue( fromTime,0) ;
final RandomVariable underlying = model.getAssetValue ( fromTime,0 ) ;
final double riskFreeRate = modelBlackScholes.getModel().getRiskFreeRate().doubleValue(); final double volatility = modelBlackScholes.getModel().getVolatility().doubleValue(); double boundaryLocal = spot*Math.exp(riskFreeRate*maturity + boundary * 0.25 * Math.sqrt(maturity)); if(isBoundaryTimeDep) { boundaryLocal = spot*Math.exp(riskFreeRate*fromTimeNext + boundary * 0.25 * Math.sqrt(fromTimeNext)); } <extra_id_0> 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) {