/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/DisplacedLognomalModel.java
for( short componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++) {
for ( int componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++ ) {
public RandomVariable[] getInitialState(MonteCarloProcess process) { return new RandomVariable[] { initialValue.add(displacement).log() }; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final RandomVariable[] drift = new RandomVariable[realizationAtTimeIndex.length]; <extra_id_0> drift[componentIndex] = volatility.squared().mult(-0.5); } return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) {