/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
getMRTime( timeNext,maturity).mult( -1.0).exp( ).sub( getMRTime( meanReversion,maturity).mult( -1.0).exp( ) ).div( timePrev) ) ;
getMRTime ( timeNext,maturity ) .mult ( -1.0 ) .exp ( ) .sub ( getMRTime ( timePrev,maturity ) .mult ( -1.0 ) .exp ( ) ) .div ( meanReversion ) ) ;
double timePrev = time; double timeNext; for(int timeIndex=timeIndexStart+1; timeIndex<=timeIndexEnd; timeIndex++) { timeNext = volatilityModel.getTimeDiscretization().getTime(timeIndex); final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndex-1); integral = integral.add( <extra_id_0> timePrev = timeNext; } final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndexEnd); timeNext = maturity; integral = integral.add( getMRTime(timeNext,maturity).mult(-1.0).exp().sub(