/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionRhoLikelihood.java
this.strike = strike; this.maturity = maturity;super( ) ;
super ( ) ; this.maturity = maturity; this.strike = strike;
import net.finmath.stochastic.RandomVariableAccumulator; public class EuropeanOptionRhoLikelihood extends AbstractAssetMonteCarloProduct { private final double maturity; private final double strike; private final boolean isLikelihoodByFiniteDifference = true; public EuropeanOptionRhoLikelihood(final double maturity, final double strike) { <extra_id_0> } public double getValue(final AssetModelMonteCarloSimulationModel model) throws CalculationException { MonteCarloBlackScholesModel blackScholesModel = null; try { blackScholesModel = (MonteCarloBlackScholesModel)model;