/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable zeroRate = getZeroRateFromForwardCurve( time) ;
final RandomVariable zeroRate = getZeroRateFromForwardCurve ( process, time ) ;
return new HullWhiteModel(newRandomVariableFactory, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, newVolatilityModel, properties); } private RandomVariable getShortRate(final MonteCarloProcess process, final int timeIndex) throws CalculationException { final double time = process.getTime(timeIndex); final double timePrev = timeIndex > 0 ? process.getTime(timeIndex-1) : time; final double timeNext = process.getTime(timeIndex+1); <extra_id_0> final RandomVariable alpha = getDV(0, time); RandomVariable value = process.getProcessValue(timeIndex, 0); value = value.add(alpha); value = value.add(zeroRate); return value; }