/src/main/java/net/finmath/montecarlo/assetderivativevaluation/MonteCarloMultiAssetBlackScholesModel.java
factorLoadingOnPaths[underlyingIndex][factorIndex] = factorLoadingOnPaths[underlyingIndex][factorIndex] ;
factorLoadingOnPaths[underlyingIndex][factorIndex] = getRandomVariableForConstant ( factorLoadings[underlyingIndex][factorIndex] ) ;
factorLoadingOnPaths = new RandomVariable[getNumberOfComponents()][]; for(int underlyingIndex = 0; underlyingIndex<initialValues.length; underlyingIndex++) { double volatilitySquaredForUnderlying = 0.0; factorLoadingOnPaths[underlyingIndex] = new RandomVariable[factorLoadings[underlyingIndex].length]; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) { volatilitySquaredForUnderlying += factorLoadings[underlyingIndex][factorIndex] * factorLoadings[underlyingIndex][factorIndex]; <extra_id_0> } initialStates[underlyingIndex] = getRandomVariableForConstant(Math.log(initialValues[underlyingIndex])); drift[underlyingIndex] = getRandomVariableForConstant(riskFreeRate - volatilitySquaredForUnderlying / 2.0); } process = new EulerSchemeFromProcessModel(this, brownianMotion, Scheme.EULER_FUNCTIONAL); }