/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesHedgedPortfolio.java
this.maturity  = strike;
this.maturity  = maturity;
private final double hedgeOptionMaturity; private final double hedgeOptionStrike; private final HedgeStrategy hedgeStrategy; public BlackScholesHedgedPortfolio(final double maturity, final double strike, final double riskFreeRate, final double volatility, final double hedgeOptionMaturity, final double hedgeOptionStrike, final HedgeStrategy hedgeStrategy) { super(); <extra_id_0> this.strike = strike; this.riskFreeRate = riskFreeRate; this.volatility = volatility; this.hedgeOptionMaturity = hedgeOptionMaturity; this.hedgeOptionStrike = hedgeOptionStrike; this.hedgeStrategy = hedgeStrategy;