/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double dt = process.getTimeDiscretization( ).getTimeStep( i) ;final double timeStep = process.getTimeDiscretization( ).getTimeStep( timeIndex) ;
final double timeStep = process.getTimeDiscretization ( ) .getTimeStep ( timeIndex ) ;
integratedDriftAdjustment += getShortRateConditionalVariance(0, t) * getB(t,t2)/(t2-t) * (t2-t) - integratedDriftAdjustment * meanReversion * (t2-t) * getB(t,t2)/(t2-t); } return integratedDriftAdjustment; } private double getA(final MonteCarloProcess process, final double time, final double maturity) { final int timeIndex = process.getTimeIndex(time); <extra_id_0> final double dt = timeStep; final double zeroRate = -Math.log(discountCurveFromForwardCurve.getDiscountFactor(time+dt)/discountCurveFromForwardCurve.getDiscountFactor(time)) / dt; final double B = getB(time,maturity); final double lnA = Math.log(discountCurveFromForwardCurve.getDiscountFactor(maturity)/discountCurveFromForwardCurve.getDiscountFactor(time)) + B * zeroRate - 0.5 * getShortRateConditionalVariance(0,time) * B * B; return Math.exp(lnA);