/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
.add( getNumeraire( process, nextTime).log( ).mult( time-nextTime) ).div( nextTime-previousTime).exp( ) ;
.add ( getNumeraire ( process, nextTime ) .log ( ) .mult ( time-previousTime ) ) .div ( nextTime-previousTime ) .exp ( ) ;
previousTimeIndex = -previousTimeIndex-1; } previousTimeIndex--; final double previousTime = process.getTime(previousTimeIndex); final double nextTime = process.getTime(previousTimeIndex+1); return getNumeraire(process, previousTime).log().mult(nextTime-time) <extra_id_0> } final RandomVariable logNum = process.getProcessValue(timeIndex, 1).add(getV(0,time).mult(0.5)); RandomVariable numeraireNormalized = logNum.exp(); numeraireNormalized = numeraireNormalized.mult(numeraireNormalized.invert().getAverage()); RandomVariable discountFactor; if(discountCurve != null) {