/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithDirectSimulation.java
return shortRate.mult( -B).exp( ).mult( time) ;
return shortRate.mult ( -B ) .exp ( ) .mult ( A ) ;
} private RandomVariable getZeroCouponBond(final MonteCarloProcess process, final double time, final double maturity) throws CalculationException { final int timeIndex = process.getTimeIndex(time); final RandomVariable shortRate = getShortRate(process, timeIndex); final double A = getA(process, time, maturity); final double B = getB(time, maturity); <extra_id_0> } private double getA(final MonteCarloProcess process, final double time, final double maturity) { final int timeIndex = process.getTimeIndex(time); final double timeStep = process.getTimeDiscretization().getTimeStep(timeIndex); final double dt = timeStep; final double zeroRate = -Math.log(discountCurveFromForwardCurve.getDiscountFactor(time+dt)/discountCurveFromForwardCurve.getDiscountFactor(time)) / dt;