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