/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
return new RandomVariable[] { volatility.add( rate) };
return new RandomVariable[] { driftAdjustment.add ( rate ) };
} @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); final double timeNext = process.getTime(timeIndex+1); final double rate = Math.log(discountCurveForForwardRate.getDiscountFactor(time) / discountCurveForForwardRate.getDiscountFactor(timeNext)) / (timeNext-time); <extra_id_0> } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { return factorLoadings; } @Override