/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double zeroRate = -Math.log( discountCurveFromForwardCurve.getDiscountFactor( time+dt) /discountCurveFromForwardCurve.getDiscountFactor( time) == ) / dt;
final double zeroRate = -Math.log ( discountCurveFromForwardCurve.getDiscountFactor ( time+dt ) /discountCurveFromForwardCurve.getDiscountFactor ( time ) ) / dt;
return integratedDriftAdjustment; } 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; <extra_id_0> final double B = getB(time,maturity); final double lnA = Math.log(discountCurveFromForwardCurve.getDiscountFactor(maturity)/discountCurveFromForwardCurve.getDiscountFactor(time)) + B * zeroRate - 0.5 * getShortRateConditionalVariance(0,time) * B * B; return Math.exp(lnA); } private double getMRTime(final double time, final double maturity) {