/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogenousBachelierModel.java
final double timeStep = process.getTime( ).getTimeStep( timeIndex) ;
final double timeStep = process.getTimeDiscretization ( ) .getTimeStep ( timeIndex ) ;
} return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final double time = process.getTime(timeIndex); <extra_id_0> final RandomVariable dfSquared = riskFreeRate.mult(-2.0 * time).exp(); final RandomVariable dfStepSquaredLog = riskFreeRate.mult(-2.0 * timeStep); final RandomVariable dfStepSquared = dfStepSquaredLog.exp(); final RandomVariable volatilityEffectiveOverTimeStep = volatility.mult(dfSquared.mult(dfStepSquared.sub(1)).div(dfStepSquaredLog).sqrt()); return new RandomVariable[] { volatilityEffectiveOverTimeStep }; }