Fix AssetModelMonteCarloFactory
@@ -65,7 +65,7 @@ public class AssetModelMonteCarloFactory implements ModelFactory<AssetModelDescr
return model;
}
else if(descriptor instanceof VarianceGammaModelDescriptor) {
- DescribedModel<VarianceGammaModelDescriptor> model = new VarianceGammaModelMonteCarlo((VarianceGammaModelDescriptor) descriptor, randomVariableFactory, stochasticDriver);
+ DescribedModel<VarianceGammaModelDescriptor> model = new VarianceGammaModelMonteCarlo((VarianceGammaModelDescriptor) descriptor, stochasticDriver);
return model;
}
else {
@@ -203,8 +203,7 @@ public class AssetModelMonteCarloFactory implements ModelFactory<AssetModelDescr
private final SingleAssetMonteCarloProductFactory productFactory;
- private VarianceGammaModelMonteCarlo(VarianceGammaModelDescriptor descriptor, AbstractRandomVariableFactory randomVariableFactory,
- IndependentIncrements stochasticDriver) {
+ private VarianceGammaModelMonteCarlo(VarianceGammaModelDescriptor descriptor, IndependentIncrements stochasticDriver) {
super(new net.finmath.montecarlo.assetderivativevaluation.models.VarianceGammaModel(descriptor),
new EulerSchemeFromProcessModel(stochasticDriver));
this.descriptor = descriptor;
