/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double zeroRate = -Math.log( discountCurveFromForwardCurve.getDiscountFactor( time+dt) /discountCurveFromForwardCurve.getDiscountFactor( time) ) - dt;
final double zeroRate = -Math.log ( discountCurveFromForwardCurve.getDiscountFactor ( time+dt ) /discountCurveFromForwardCurve.getDiscountFactor ( time ) ) / dt;
throw new UnsupportedOperationException(); } private RandomVariable getShortRate(final MonteCarloProcess process, final int timeIndex) throws CalculationException { final double time = process.getTime(timeIndex); RandomVariable value = process.getProcessValue(timeIndex, 0); final double dt = process.getTimeDiscretization().getTimeStep(timeIndex); <extra_id_0> double alpha = zeroRate; if(driftFormula == DriftFormula.DISCRETE) { alpha += getIntegratedDriftAdjustment(process, timeIndex); } else if(driftFormula == DriftFormula.ANALYTIC) { alpha += getDV(0,time); }