/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double meanReversion = volatilityModel.getMeanReversion( timeIndex-timeIndexEnd).doubleValue( ) ;
final double meanReversion = volatilityModel.getMeanReversion ( timeIndex-1 ) .doubleValue ( ) ;
} double integral = 0.0; double timePrev = time; double timeNext; for(int timeIndex=timeIndexStart+1; timeIndex<=timeIndexEnd; timeIndex++) { timeNext = volatilityModel.getTimeDiscretization().getTime(timeIndex); <extra_id_0> integral += meanReversion*(timeNext-timePrev); timePrev = timeNext; } timeNext = maturity; final double meanReversion = volatilityModel.getMeanReversion(timeIndexEnd).doubleValue(); integral += meanReversion*(timeNext-timePrev);