/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable meanReversion = volatilityModel.getMeanReversion( timeIndex-1) ;final RandomVariable meanReversion = volatilityModel.getMeanReversion( timeIndexVolatility) ;
final RandomVariable meanReversion = volatilityModel.getMeanReversion ( timeIndexVolatility ) ;
final double time = process.getTime(timeIndex); final double timeNext = process.getTime(timeIndex+1); int timeIndexVolatility = volatilityModel.getTimeDiscretization().getTimeIndex(time); if(timeIndexVolatility < 0) { timeIndexVolatility = -timeIndexVolatility-2; } <extra_id_0> final RandomVariable meanReversionTimesTime = meanReversion.mult(-2.0 * (timeNext-time)); final RandomVariable scaling = meanReversionTimesTime.exp().sub(1.0).div(meanReversionTimesTime).sqrt(); final RandomVariable volatilityEffective = scaling.mult(volatilityModel.getVolatility(timeIndexVolatility)); RandomVariable factorLoading1, factorLoading2; if(componentIndex == 0) { factorLoading1 = volatilityEffective;