/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
if ( timeIndexVolatility < 0) {   timeIndexVolatility = ( -timeIndexVolatility) - 2; }
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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); int timeIndexVolatilityModel = volatilityModel.getTimeDiscretization().getTimeIndex(t); if(timeIndexVolatilityModel < 0) { <extra_id_0> } final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndexVolatilityModel); integratedDriftAdjustment = integratedDriftAdjustment.add(getShortRateConditionalVariance(0, t).mult(getB(t,t2))).sub(integratedDriftAdjustment.mult(meanReversion.mult(getB(t,t2)))); } return integratedDriftAdjustment; }