/src/main/java/net/finmath/fouriermethod/models/HestonModel.java
return discountCurveForForwardRate == null ? -riskFreeRate * time : Math.log ( discountCurveForForwardRate.getDiscountFactor ( null, time ) ) ;
.divide(new Complex(1).divide(gamma.multiply(time).exp()).subtract(1))))); return a.add(b.multiply(volatility*volatility)).add(iargument.multiply(Math.log(initialValue) - logDiscountFactorForForward)).add(logDiscountFactorForDiscounting).exp(); } }; } private double getLogDiscountFactorForForward(final double time) { <extra_id_0> } private double getLogDiscountFactorForDiscounting(final double time) { return discountCurveForDiscountRate == null ? -discountRate * time : Math.log(discountCurveForDiscountRate.getDiscountFactor(null, time)); } public LocalDate getReferenceDate() { return referenceDate;