/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable meanReversion = volatilityModel.getMeanReversion ( timeIndexEnd ) ; final RandomVariable volatility = volatilityModel.getVolatility ( timeIndexEnd ) ;
expMRTimeNext.squared().sub(expMRTimePrev.squared()).div(-2.0) ) )); timePrev = timeNext; expMRTimePrev = expMRTimeNext; } timeNext = maturity; <extra_id_0> final RandomVariable volatilityPerMeanReversionSquared = volatility.squared().div(meanReversion.squared()); final RandomVariable expMRTimeNext = getMRTime(timeNext,maturity).mult(-1).exp(); integral = integral.add(volatilityPerMeanReversionSquared.mult( expMRTimeNext.sub(expMRTimePrev).add( expMRTimeNext.squared().sub(expMRTimePrev.squared()).div(-2.0) ) ));