/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BachelierModel.java
final double time = process.getTime ( timeIndex ) ; return randomVariable.div ( riskFreeRate.mult ( time ) .exp ( ) ) ;
public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { final double time = process.getTime(timeIndex); return randomVariable.mult(riskFreeRate.mult(time).exp()); } @Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { <extra_id_0> } @Override public RandomVariable getNumeraire(final MonteCarloProcess process, final double time) { return riskFreeRate.mult(time).exp(); } @Override