/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
return shortRate.mult( B.mult( -timeIndex) ).exp( ).mult( A) ;
return shortRate.mult ( B.mult ( -1 ) ) .exp ( ) .mult ( A ) ;
final double timeLo = process.getTime(timeIndexLo); return getZeroCouponBond(process, timeLo, maturity).div(getZeroCouponBond(process, timeLo, time)); } final RandomVariable shortRate = getShortRate(process, timeIndex); final RandomVariable A = getA(process, time, maturity); final RandomVariable B = getB(time, maturity); <extra_id_0> } private RandomVariable getIntegratedDriftAdjustment(final MonteCarloProcess process, final int timeIndex) { RandomVariable integratedDriftAdjustment = new Scalar(0.0); for(int i=1; i<=timeIndex; i++) { final double t = process.getTime(i-1); final double t2 = process.getTime(i);