Added randomVariableFactory to model
@@ -81,7 +81,7 @@ public class MonteCarloBlackScholesModelSensitivitiesTest {
RandomVariableDifferentiableInterface volatility = randomVariableFactory.createRandomVariable(modelVolatility);
// Create a model
- AbstractModel model = new BlackScholesModel(initialValue, riskFreeRate, volatility);
+ AbstractModel model = new BlackScholesModel(initialValue, riskFreeRate, volatility, randomVariableFactory);
// Create a time discretization
TimeDiscretizationInterface timeDiscretization = new TimeDiscretization(0.0 /* initial */, numberOfTimeSteps, deltaT);
