/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final RandomVariable shortRate = getShortRate ( process, timeIndex ) ; final double A = getA ( process, time, maturity ) ;
final int timeIndex = process.getTimeIndex(time); if(timeIndex < 0) { final int timeIndexLo = -timeIndex-1-1; final double timeLo = process.getTime(timeIndexLo); return getZeroCouponBond(process, timeLo, maturity).mult(getShortRate(process, timeIndexLo).mult(time-timeLo).exp()); } <extra_id_0> final double B = getB(time, maturity); return shortRate.mult(-B).exp().mult(A); } private double getIntegratedDriftAdjustment(final MonteCarloProcess process, final int timeIndex) { double integratedDriftAdjustment = 0; for(int i=1; i<=timeIndex; i++) {