Fixed valuation of cap and floor.
@@ -155,10 +155,10 @@ public class RandomVariableDifferentiableAAD implements RandomVariableDifferenti
result = X.div(Y);
break;
case CAP:
- result = X.cap( /* argument is deterministic random variable */ Y.getAverage());
+ result = X.cap(Y);
break;
case FLOOR:
- result = X.floor( /* argument is deterministic random variable */ Y.getAverage());
+ result = X.floor(Y);
break;
case POW:
result = X.pow( /* argument is deterministic random variable */ Y.getAverage());
