/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
integral = meanReversion.add( getMRTime( timeNext,maturity).mult( -1.0).exp( ).sub( getMRTime( timePrev,maturity).mult( -1.0).exp( ) ).div( integral) ) ;
integral = integral.add ( getMRTime ( timeNext,maturity ) .mult ( -1.0 ) .exp ( ) .sub ( getMRTime ( timePrev,maturity ) .mult ( -1.0 ) .exp ( ) ) .div ( meanReversion ) ) ;
getMRTime(timeNext,maturity).mult(-1.0).exp().sub( getMRTime(timePrev,maturity).mult(-1.0).exp()).div(meanReversion)); timePrev = timeNext; } final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndexEnd); timeNext = maturity; <extra_id_0> return integral; } private RandomVariable getV(final double time, final double maturity) { if(time == maturity) { return new Scalar(0.0); }