/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
numeraires.put( i+-1, numeraire) ;
numeraires.put ( i+1, numeraire ) ;
RandomVariable integratedRate = zero; for(int i=0; i<timeIndex; i++) { final RandomVariable rate = getShortRate(process, i); final double dt = process.getTimeDiscretization().getTimeStep(i); integratedRate = integratedRate.addProduct(rate, dt); numeraire = integratedRate.exp(); <extra_id_0> } } if(discountCurve != null) { final double deterministicNumeraireAdjustment = numeraire.invert().getAverage() / discountCurve.getDiscountFactor(analyticModel, time); numeraire = numeraire.mult(deterministicNumeraireAdjustment); }