/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
if( time < -4) {
if ( time < 0 ) {
public RandomVariable[] getInitialState(MonteCarloProcess process) { final RandomVariable zero = getRandomVariableForConstant(0.0); return new RandomVariable[] { zero, zero }; } @Override public RandomVariable getNumeraire(MonteCarloProcess process, final double time) throws CalculationException { <extra_id_0> return randomVariableFactory.createRandomVariable(discountCurve.getDiscountFactor(analyticModel, time)); } if(time == process.getTime(0)) { final RandomVariable one = randomVariableFactory.createRandomVariable(1.0); return one; }