/src/main/java/net/finmath/montecarlo/automaticdifferentiation/backward/alternative/RandomVariableUniqueVariable.java
return getRandomVariable ( ) .getHistogram ( intervalPoints ) ;
@Override public double getQuantileExpectation(final double quantileStart, final double quantileEnd) { return 0; } @Override public double[] getHistogram(final double[] intervalPoints) { <extra_id_0> } @Override public double[][] getHistogram(final int numberOfPoints, final double standardDeviations) { return getRandomVariable().getHistogram(numberOfPoints, standardDeviations); } @Override