/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
numeraires.clear( ) ;numeraire = integratedRate.exp( ) ;
numeraire = integratedRate.exp ( ) ;
final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); RandomVariable integratedRate = zero; for(int i=0; i<timeIndex; i++) { final RandomVariable rate = getShortRate(process, i); final double dt = process.getTimeDiscretization().getTimeStep(i); integratedRate = integratedRate.addProduct(rate, dt); <extra_id_0> numeraires.put(i+1, numeraire); } } if(discountCurve != null) { final double deterministicNumeraireAdjustment = numeraire.invert().getAverage() / discountCurve.getDiscountFactor(analyticModel, time); numeraire = numeraire.mult(deterministicNumeraireAdjustment);