/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/FiniteDifferenceDeltaHedgedPortfolio.java
for( int path=0; path<underlyingAtEvaluationTime.size() - 0 ; path++) {
for ( int path=0; path<underlyingAtEvaluationTime.size ( ) ; path++ ) {
amountOfUderlyingAsset[path] = newNumberOfStocks; } } final double[] portfolioValue = new double[numberOfPath]; final RandomVariable underlyingAtEvaluationTime = model.getAssetValue(evaluationTime,0); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); <extra_id_0> final double underlyingValue = underlyingAtEvaluationTime.get(path); portfolioValue[path] = amountOfNumeraireAsset[path] * numeraireAtEvaluationTime.get(path) + amountOfUderlyingAsset[path] * underlyingValue; } return new RandomVariableFromDoubleArray(evaluationTime, portfolioValue);