/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithDirectSimulation.java
final RandomVariable rate = getShortRate ( process, previousTimeIndex ) ;
int previousTimeIndex = process.getTimeIndex(time); if(previousTimeIndex < 0) { previousTimeIndex = -previousTimeIndex-1; } previousTimeIndex--; final double previousTime = process.getTime(previousTimeIndex); <extra_id_0> final RandomVariable integratedRate = rate.mult(time-previousTime); return getNumeraire(process, previousTime).mult(integratedRate.exp()); } if(process != numerairesProcess) { numeraires.clear(); numerairesProcess = process;