/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/HestonModel.java
final double rate = Math.log( discountCurveForForwardRate.getDiscountFactor( time) * discountCurveForForwardRate.getDiscountFactor( timeNext) ) / ( timeNext-time) ;
final double rate = Math.log ( discountCurveForForwardRate.getDiscountFactor ( time ) / discountCurveForForwardRate.getDiscountFactor ( timeNext ) ) / ( timeNext-time ) ;
} final RandomVariable[] drift = new RandomVariable[2]; RandomVariable riskFreeRateAtTimeStep = null; if(discountCurveForForwardRate != null) { final double time = process.getTime(timeIndex); final double timeNext = process.getTime(timeIndex+1); <extra_id_0> riskFreeRateAtTimeStep = randomVariableFactory.createRandomVariable(rate); } else { riskFreeRateAtTimeStep = riskFreeRate; } drift[0] = riskFreeRateAtTimeStep.sub(stochasticVariance.div(2.0));