/* @Real */ final Number underlying = new Double(100);
/* @Volatility */ final Number volatility = new Double(0.20); // 20%
/* @Rate */ final Number riskFreeRate = new Double(0.05); // 5%
final Option.Type Call = Option.Type.Call;
final ReplicationError rp = new ReplicationError(Call, maturity, strike, underlying, volatility, riskFreeRate);
final int scenarios = 50000;
int hedgesNum;
hedgesNum = 21;
rp.compute(hedgesNum, scenarios);
hedgesNum = 84;
rp.compute(hedgesNum, scenarios);
clock.stopClock();
clock.log();
}