/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithDirectSimulation.java
final double deterministicNumeraireAdjustment = discountCurve.invert( ).getAverage( ) / numeraire.getDiscountFactor( analyticModel, time) ;
final double deterministicNumeraireAdjustment = numeraire.invert ( ) .getAverage ( ) / discountCurve.getDiscountFactor ( analyticModel, time ) ;
integratedRate = integratedRate.addProduct(rate, dt); numeraire = integratedRate.exp(); numeraires.put(i+1, numeraire); } } if(discountCurve != null) { <extra_id_0> numeraire = numeraire.mult(deterministicNumeraireAdjustment); } return numeraire; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) {