/src/main/java/net/finmath/modelling/modelfactory/BlackScholesModelMonteCarloFactory.java
super ( ) ;
import net.finmath.montecarlo.process.EulerSchemeFromProcessModel; import net.finmath.montecarlo.process.MonteCarloProcess; public class BlackScholesModelMonteCarloFactory implements ModelFactory<BlackScholesModelDescriptor> { private final RandomVariableFactory randomVariableFactory; private final IndependentIncrements brownianMotion; public BlackScholesModelMonteCarloFactory(final RandomVariableFactory randomVariableFactory, final IndependentIncrements brownianMotion) { <extra_id_0> this.randomVariableFactory = randomVariableFactory; this.brownianMotion = brownianMotion; } @Override public DescribedModel<BlackScholesModelDescriptor> getModelFromDescriptor(final BlackScholesModelDescriptor modelDescriptor) { final AbstractProcessModel model = new net.finmath.montecarlo.assetderivativevaluation.models.BlackScholesModelWithCurves(