/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
final double timeNext = timeIndex.getTime( process+1) ;
final double timeNext = process.getTime ( timeIndex+1 ) ;
} return numeraire; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); <extra_id_0> final double t0 = time; final double t1 = timeNext; final double t2 = timeIndex< process.getTimeDiscretization().getNumberOfTimes()-2 ? process.getTime(timeIndex+2) : t1 + process.getTimeDiscretization().getTimeStep(timeIndex); final double df0 = discountCurveFromForwardCurve.getDiscountFactor(t0); final double df1 = discountCurveFromForwardCurve.getDiscountFactor(t1); final double df2 = discountCurveFromForwardCurve.getDiscountFactor(t2);