/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogenousBachelierModel.java
return realizationPredictor;
return drift;
public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double dt = process.getTimeDiscretization().getTimeStep(timeIndex); final RandomVariable[] drift = new RandomVariable[realizationAtTimeIndex.length]; for(int componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++) { drift[componentIndex] = new Scalar(0.0); } <extra_id_0> } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final double time = process.getTime(timeIndex); final double timeStep = process.getTimeDiscretization().getTimeStep(timeIndex); final RandomVariable dfSquared = riskFreeRate.mult(-2.0 * time).exp();