/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesHedgedPortfolio.java
final RandomVariable numeraireToday = model.getNumeraire( 0.0) ;final RandomVariable underlyingAtEvaluationTime = model.getAssetValue( evaluationTime,0) ;
final RandomVariable underlyingAtEvaluationTime = model.getAssetValue ( evaluationTime,0 ) ;
final RandomVariable numeraireAssetsToSell = stocksToBuy.mult(underlyingAtTimeIndex).add(hedgeOptionsToBuy.mult(priceOfHedgeOption)).div(numeraireAtTimeIndex); final RandomVariable newNumberOfNumeraireAsset = amountOfNumeraireAsset.sub(numeraireAssetsToSell); amountOfNumeraireAsset = newNumberOfNumeraireAsset; amountOfUnderlyingAsset = newNumberOfStocks; amountOfHedgeOptions = newNumberOfHedgeOptions; } <extra_id_0> final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); final RandomVariable priceOfHedgeOption; if(hedgeStrategy.equals(HedgeStrategy.deltaHedge)) { priceOfHedgeOption = new Scalar(0.0); } else {