Fixed summation bug introduced in one of the last commits.
@@ -119,7 +119,7 @@ public class PortfolioMonteCarloProduct extends AbstractMonteCarloProduct {
// Collect and sum results
value = values.get(0).get();
- for(int i=0; i<products.length; i++) {
+ for(int i=1; i<products.length; i++) {
value = value.add(values.get(i).get());
}
} catch (InterruptedException | ExecutionException e) {
