Making EULER_FUNCTIONAL as default (to ensure forward AAD values)
@@ -54,7 +54,7 @@ public class EulerSchemeFromProcessModel extends MonteCarloProcessFromProcessMod
private IndependentIncrements stochasticDriver;
- private Scheme scheme = Scheme.EULER;
+ private Scheme scheme = Scheme.EULER_FUNCTIONAL;
// Used locally for multi-threadded calculation.
private ExecutorService executor;
