/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double timeLo = process.getTime( timeIndexLo) ;RandomVariable value = process.getProcessValue( timeIndex, 0) ;
RandomVariable value = process.getProcessValue ( timeIndex, 0 ) ;
@Override public LIBORMarketModel getCloneWithModifiedData(final Map<String, Object> dataModified) { throw new UnsupportedOperationException(); } private RandomVariable getShortRate(final MonteCarloProcess process, final int timeIndex) throws CalculationException { final double time = process.getTime(timeIndex); <extra_id_0> final double dt = process.getTimeDiscretization().getTimeStep(timeIndex); final double zeroRate = -Math.log(discountCurveFromForwardCurve.getDiscountFactor(time+dt)/discountCurveFromForwardCurve.getDiscountFactor(time)) / dt; double alpha = zeroRate; if(driftFormula == DriftFormula.DISCRETE) { alpha += getIntegratedDriftAdjustment(process, timeIndex); } else if(driftFormula == DriftFormula.ANALYTIC) {